+3,094.0%
SPY vs NUE
+5,280.2%
-2,186.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.1% | +4.2% | -4.1% | -1.1% |
| 30D | +0.1% | -5.0% | +5.0% | +1.3% |
| 3M | +2.0% | -0.2% | +2.2% | +1.5% |
| 6M | +13.0% | +49.1% | -36.1% | +0.2% |
| YTD | +13.5% | +61.0% | -47.5% | -1.8% |
| 1Y | +20.0% | +82.5% | -62.6% | -0.2% |
| 3Y | +77.2% | +57.9% | +19.3% | +49.4% |
| 5Y | +81.9% | +146.6% | -64.7% | +29.7% |
| 10Y | +314.1% | +561.6% | -247.5% | +109.6% |
| All | +3,094.0% | +5,280.2% | -2,186.2% | +725.6% |
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