+3,715.9%
NEE vs STLD
+8,684.3%
-4,968.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +1.9% | +3.1% | -1.2% | +1.6% |
| 30D | -2.2% | -9.0% | +6.8% | -1.2% |
| 3M | -1.2% | -12.4% | +11.2% | 0.0% |
| 6M | -8.6% | +25.5% | -34.1% | -11.3% |
| YTD | +6.2% | +43.6% | -37.4% | +1.3% |
| 1Y | +21.1% | +87.2% | -66.1% | +11.9% |
| 3Y | +36.4% | +135.2% | -98.8% | +21.1% |
| 5Y | +11.4% | +290.9% | -279.5% | -8.6% |
| 10Y | +250.0% | +1,113.5% | -863.5% | +139.8% |
| All | +3,715.9% | +8,684.3% | -4,968.4% | +1,967.9% |
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