+75.8%
SPYM vs NUE
+59.2%
+16.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -1.6% | -6.1% | +4.4% | -0.4% |
| 3M | +4.7% | +2.2% | +2.5% | +3.9% |
| 6M | +12.6% | +50.8% | -38.2% | +1.8% |
| YTD | +11.8% | +57.5% | -45.7% | -0.1% |
| 1Y | +17.5% | +82.5% | -64.9% | +1.2% |
| All | +75.8% | +59.2% | +16.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling