+115.3%
SPOT vs NUE
+146.6%
-31.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.1% | -0.6% | -2.4% | -3.0% |
| 30D | +7.4% | -4.6% | +11.9% | +8.1% |
| 3M | +8.2% | -0.3% | +8.5% | +7.8% |
| 6M | +2.2% | +51.9% | -49.7% | -7.3% |
| YTD | -9.5% | +60.0% | -69.5% | -19.1% |
| 1Y | -23.8% | +82.9% | -106.7% | -34.2% |
| 3Y | +233.5% | +66.0% | +167.5% | +182.5% |
| All | +115.3% | +146.6% | -31.3% | +54.9% |
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 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