+287.3%
NEE vs STLD
+804.7%
-517.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.4% | -1.1% |
| 7D | +2.3% | -4.7% | +7.0% | +2.7% |
| 30D | +11.5% | -0.9% | +12.4% | +11.5% |
| 3M | +2.6% | -11.9% | +14.5% | +3.7% |
| 6M | -6.0% | +0.9% | -6.9% | -6.5% |
| YTD | +9.8% | +40.4% | -30.6% | +5.0% |
| 1Y | +4.7% | +56.6% | -51.9% | -1.1% |
| 3Y | +71.0% | +125.5% | -54.4% | +52.5% |
| 5Y | +15.8% | +292.8% | -277.0% | -5.7% |
| 10Y | +287.3% | +787.1% | -499.8% | +155.1% |
| All | +287.3% | +804.7% | -517.4% | +155.1% |
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