+1,031.9%
NBIS vs STLD
+81.0%
+951.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.3% |
| 7D | +8.2% | +3.1% | +5.1% | +6.3% |
| 30D | +3.4% | -9.0% | +12.4% | +8.6% |
| 3M | -12.8% | -12.4% | -0.4% | -7.0% |
| 6M | +131.5% | +25.5% | +106.0% | +99.4% |
| YTD | +170.5% | +43.6% | +126.8% | +113.6% |
| 1Y | +248.8% | +87.2% | +161.6% | +131.6% |
| All | +1,031.9% | +81.0% | +951.0% | +609.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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