+150.5%
SPMO vs NUE
+146.6%
+4.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.9% | -4.6% | +2.6% | -0.8% |
| 3M | -1.4% | -0.3% | -1.0% | -1.6% |
| 6M | +25.5% | +51.9% | -26.4% | +12.3% |
| YTD | +24.8% | +60.0% | -35.1% | +10.1% |
| 1Y | +24.5% | +82.9% | -58.4% | +5.8% |
| 3Y | +157.1% | +66.0% | +91.2% | +116.6% |
| All | +150.5% | +146.6% | +4.0% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling