+314.7%
SPY vs NUE
+599.8%
-285.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | -0.8% | -0.6% | -0.1% | -0.6% |
| 30D | -1.1% | -4.6% | +3.5% | +0.1% |
| 3M | +3.9% | -0.3% | +4.2% | +3.4% |
| 6M | +13.6% | +51.9% | -38.3% | -0.3% |
| YTD | +12.7% | +60.0% | -47.3% | -2.9% |
| 1Y | +17.5% | +82.9% | -65.4% | -3.0% |
| 3Y | +76.9% | +66.0% | +10.9% | +45.5% |
| 5Y | +83.6% | +149.0% | -65.4% | +26.5% |
| All | +314.7% | +599.8% | -285.1% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling