+2,016.3%
STM vs NUE
+3,587.1%
-1,570.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 3M | -15.8% | -3.7% | -12.2% | -14.3% |
| 6M | -22.8% | +13.2% | -36.0% | -27.4% |
| YTD | +79.4% | +61.6% | +17.8% | +43.5% |
| 1Y | +97.0% | +83.6% | +13.4% | +48.7% |
| 3Y | +14.2% | +78.6% | -64.4% | -15.2% |
| 5Y | -4.5% | +148.0% | -152.4% | -41.7% |
| 10Y | +463.1% | +449.9% | +13.2% | +126.3% |
| All | +2,016.3% | +3,587.1% | -1,570.8% | +182.8% |
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