+338.3%
SU vs NUE
+146.6%
+191.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +2.2% | -0.6% | +2.9% | +2.4% |
| 30D | +8.4% | -4.6% | +13.0% | +9.7% |
| 3M | +12.1% | -0.3% | +12.4% | +11.6% |
| 6M | +19.7% | +51.9% | -32.2% | +4.7% |
| YTD | +58.4% | +60.0% | -1.6% | +36.1% |
| 1Y | +67.2% | +82.9% | -15.7% | +37.3% |
| 3Y | +125.0% | +66.0% | +59.1% | +84.6% |
| All | +338.3% | +146.6% | +191.7% | +202.0% |
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