+2,285.7%
STM vs NUE
+3,573.9%
-1,288.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | +4.2% | +1.6% | +3.8% |
| 30D | -1.0% | -5.0% | +4.0% | +1.2% |
| 3M | -33.3% | -0.2% | -33.0% | -33.8% |
| 6M | +57.4% | +49.1% | +8.2% | +30.7% |
| YTD | +102.2% | +61.0% | +41.2% | +61.8% |
| 1Y | +99.6% | +82.5% | +17.1% | +50.2% |
| 3Y | +14.5% | +57.9% | -43.4% | -10.5% |
| 5Y | +21.4% | +146.6% | -125.2% | -26.2% |
| 10Y | +695.0% | +561.6% | +133.4% | +192.6% |
| All | +2,285.7% | +3,573.9% | -1,288.1% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling