+5.0%
SYK vs NUE
+142.8%
-137.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -12.3% | -2.7% | -9.7% | -11.9% |
| 30D | -22.4% | -6.1% | -16.4% | -21.6% |
| 3M | -12.3% | +2.2% | -14.6% | -13.0% |
| 6M | -24.3% | +50.8% | -75.1% | -30.6% |
| YTD | -22.8% | +57.5% | -80.3% | -29.9% |
| 1Y | -28.8% | +82.5% | -111.2% | -37.5% |
| 3Y | -4.0% | +61.7% | -65.7% | -16.1% |
| All | +5.0% | +142.8% | -137.8% | -17.5% |
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