+644.6%
STM vs NUE
+589.1%
+55.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.1% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | -7.8% | -6.1% | -1.7% | -5.0% |
| 3M | -28.2% | +2.2% | -30.4% | -29.7% |
| 6M | +52.0% | +50.8% | +1.2% | +23.7% |
| YTD | +96.4% | +57.5% | +38.8% | +56.0% |
| 1Y | +98.8% | +82.5% | +16.4% | +46.3% |
| 3Y | +18.3% | +61.7% | -43.4% | -11.0% |
| 5Y | +17.7% | +145.1% | -127.4% | -32.0% |
| All | +644.6% | +589.1% | +55.4% | +135.9% |
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