-0.3%
SPOT vs NUE
+86.4%
-86.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.6% | +4.1% |
| 7D | +16.6% | -1.4% | +18.0% | +16.2% |
| 30D | +29.9% | +6.6% | +23.4% | +31.6% |
| 3M | +31.3% | -2.0% | +33.3% | +31.0% |
| 6M | +43.2% | +19.2% | +24.0% | +48.7% |
| YTD | +8.1% | +65.6% | -57.5% | +14.3% |
| 1Y | -0.3% | +87.8% | -88.2% | +2.9% |
| All | -0.3% | +86.4% | -86.7% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling