+1,077.4%
STX vs NUE
+147.3%
+930.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +9.6% | -2.3% | +11.9% | +10.5% |
| 30D | +10.6% | -6.1% | +16.7% | +13.3% |
| 3M | +4.8% | +1.7% | +3.1% | +3.3% |
| 6M | +137.3% | +53.1% | +84.2% | +99.1% |
| YTD | +222.5% | +59.0% | +163.4% | +166.4% |
| 1Y | +366.2% | +85.3% | +280.9% | +260.6% |
| 3Y | +1,352.9% | +63.2% | +1,289.7% | +1,029.0% |
| 5Y | +1,077.4% | +146.8% | +930.7% | +637.1% |
| All | +1,077.4% | +147.3% | +930.1% | +637.1% |
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