+1,455.3%
XLK vs NUE
+4,693.7%
-3,238.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.4% | -2.7% | +2.3% | +0.4% |
| 30D | -0.5% | -6.1% | +5.6% | +1.3% |
| 3M | +5.0% | +2.2% | +2.8% | +3.7% |
| 6M | +32.9% | +50.8% | -17.9% | +16.3% |
| YTD | +29.0% | +57.5% | -28.6% | +11.1% |
| 1Y | +37.8% | +82.5% | -44.6% | +13.0% |
| 3Y | +118.7% | +61.7% | +57.0% | +81.2% |
| 5Y | +145.6% | +145.1% | +0.4% | +71.9% |
| 10Y | +791.5% | +577.8% | +213.7% | +326.3% |
| All | +1,455.3% | +4,693.7% | -3,238.4% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling