-22.8%
STM vs NUE
+14.7%
-37.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.4% |
| 7D | +1.4% | -2.4% | +3.9% | +3.1% |
| 30D | -8.4% | +3.8% | -12.2% | -8.8% |
| 3M | -15.8% | -3.7% | -12.2% | -14.2% |
| 6M | -22.8% | +13.2% | -36.0% | -32.4% |
| All | -22.8% | +14.7% | -37.5% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling