+141.4%
XLC vs NUE
+366.0%
-224.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | +0.2% | -6.0% | +6.2% | +1.7% |
| 3M | +0.6% | +1.4% | -0.8% | -0.3% |
| 6M | -4.5% | +52.8% | -57.3% | -15.7% |
| YTD | -4.7% | +58.1% | -62.8% | -16.9% |
| 1Y | -1.7% | +80.4% | -82.1% | -17.7% |
| 3Y | +72.3% | +62.3% | +10.0% | +43.7% |
| 5Y | +37.8% | +146.2% | -108.4% | -3.6% |
| All | +141.4% | +366.0% | -224.7% | +16.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling