+98.3%
STM vs NUE
+70.9%
+27.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +2.5% |
| 7D | +12.0% | +2.8% | +9.2% | +10.3% |
| 30D | -0.4% | -2.1% | +1.7% | +1.7% |
| 3M | -13.2% | -7.3% | -5.9% | -9.4% |
| 6M | -26.1% | +8.9% | -34.9% | -28.7% |
| YTD | +81.2% | +55.6% | +25.6% | +43.2% |
| 1Y | +98.3% | +74.7% | +23.6% | +43.0% |
| All | +98.3% | +70.9% | +27.4% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling