+575.8%
SPMO vs NUE
+690.0%
-114.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | +1.1% | -6.1% | +7.2% | +2.6% |
| 3M | +2.0% | +1.7% | +0.4% | +1.2% |
| 6M | +26.5% | +53.1% | -26.5% | +12.9% |
| YTD | +26.5% | +59.0% | -32.5% | +11.6% |
| 1Y | +27.9% | +85.3% | -57.4% | +8.2% |
| 3Y | +160.4% | +63.2% | +97.1% | +121.5% |
| 5Y | +151.5% | +146.8% | +4.7% | +85.9% |
| 10Y | +526.3% | +584.3% | -58.0% | +236.6% |
| All | +575.8% | +690.0% | -114.2% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling