-4.5%
STM vs NUE
+150.9%
-155.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.6% |
| 7D | +1.4% | -2.4% | +3.9% | +2.9% |
| 30D | -8.4% | +3.8% | -12.2% | -9.4% |
| 3M | -15.8% | -3.7% | -12.2% | -14.3% |
| 6M | -22.8% | +13.2% | -36.0% | -27.3% |
| YTD | +79.4% | +61.6% | +17.8% | +43.8% |
| 1Y | +97.0% | +83.6% | +13.4% | +49.2% |
| 3Y | +14.2% | +78.6% | -64.4% | -16.4% |
| 5Y | -4.5% | +148.0% | -152.4% | -37.2% |
| All | -4.5% | +150.9% | -155.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling