+70.7%
NEE vs STLD
+119.8%
-49.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | -2.1% | +2.9% | -5.0% | -2.2% |
| 30D | +8.6% | -5.6% | +14.2% | +8.7% |
| 3M | -0.3% | -11.7% | +11.4% | 0.0% |
| 6M | -8.9% | -2.8% | -6.1% | -9.0% |
| YTD | +8.3% | +36.4% | -28.1% | +6.5% |
| 1Y | +4.3% | +50.0% | -45.7% | +2.2% |
| 3Y | +70.7% | +122.3% | -51.6% | +59.5% |
| All | +70.7% | +119.8% | -49.1% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling