+3,036.2%
SPY vs NUE
+5,100.1%
-2,063.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.6% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | -2.0% | -2.1% | +0.1% | -1.5% |
| 3M | -2.8% | -7.3% | +4.5% | -1.1% |
| 6M | +2.1% | +8.9% | -6.7% | -1.2% |
| YTD | +11.5% | +55.6% | -44.1% | -2.9% |
| 1Y | +13.5% | +74.7% | -61.2% | -4.5% |
| 3Y | +77.7% | +71.7% | +6.0% | +46.1% |
| 5Y | +72.6% | +141.2% | -68.6% | +24.0% |
| 10Y | +308.2% | +429.6% | -121.4% | +119.9% |
| All | +3,036.2% | +5,100.1% | -2,063.8% | +715.8% |
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