+250.1%
SPOT vs NUE
+402.1%
-151.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -6.9% | -2.7% | -4.2% | -6.3% |
| 30D | +4.1% | -6.1% | +10.2% | +5.3% |
| 3M | +3.7% | +2.2% | +1.5% | +2.7% |
| 6M | -1.6% | +50.8% | -52.4% | -11.0% |
| YTD | -10.2% | +57.5% | -67.7% | -19.8% |
| 1Y | -25.9% | +82.5% | -108.4% | -36.2% |
| 3Y | +235.6% | +61.7% | +173.9% | +187.4% |
| 5Y | +110.6% | +145.1% | -34.6% | +57.4% |
| All | +250.1% | +402.1% | -151.9% | +105.5% |
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