+461.8%
STM vs NUE
+442.4%
+19.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +16.3% | +6.1% | +10.2% | +13.0% |
| 30D | -6.3% | +2.7% | -9.0% | -7.0% |
| 3M | -14.1% | -3.8% | -10.3% | -12.3% |
| 6M | -19.6% | +14.0% | -33.6% | -25.0% |
| YTD | +80.1% | +61.2% | +19.0% | +41.3% |
| 1Y | +95.4% | +77.8% | +17.6% | +46.0% |
| 3Y | +14.7% | +78.2% | -63.5% | -17.8% |
| 5Y | -5.4% | +149.8% | -155.2% | -46.0% |
| All | +461.8% | +442.4% | +19.4% | +79.5% |
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