+281.9%
NEE vs STLD
+779.4%
-497.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +2.2% | -9.7% | +11.8% | +3.2% |
| 30D | +12.3% | -4.5% | +16.8% | +12.7% |
| 3M | +3.4% | -13.1% | +16.5% | +4.6% |
| 6M | -5.3% | -2.8% | -2.6% | -5.5% |
| YTD | +10.6% | +35.3% | -24.8% | +6.1% |
| 1Y | +6.5% | +51.4% | -44.9% | +0.9% |
| 3Y | +73.5% | +117.9% | -44.4% | +55.3% |
| 5Y | +17.0% | +272.6% | -255.6% | -4.1% |
| 10Y | +281.9% | +782.2% | -500.3% | +158.5% |
| All | +281.9% | +779.4% | -497.5% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling