+148.7%
XLK vs NUE
+146.6%
+2.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -0.6% | -4.6% | +3.9% | +0.6% |
| 3M | +2.6% | -0.3% | +2.9% | +2.2% |
| 6M | +34.0% | +51.9% | -17.9% | +17.8% |
| YTD | +30.7% | +60.0% | -29.3% | +12.8% |
| 1Y | +39.2% | +82.9% | -43.7% | +15.1% |
| 3Y | +120.4% | +66.0% | +54.4% | +80.7% |
| All | +148.7% | +146.6% | +2.1% | +79.6% |
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