+21.1%
STM vs NUE
+59.4%
-38.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +5.2% | +1.8% | +3.4% | +4.3% |
| 30D | -7.4% | -6.0% | -1.4% | -4.6% |
| 3M | -30.6% | +1.4% | -32.1% | -31.7% |
| 6M | +66.4% | +52.8% | +13.5% | +34.0% |
| YTD | +101.1% | +58.1% | +43.0% | +59.0% |
| 1Y | +97.4% | +80.4% | +17.0% | +45.4% |
| 3Y | +21.1% | +62.3% | -41.1% | -16.6% |
| All | +21.1% | +59.4% | -38.3% | -16.6% |
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 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