+3,876.9%
NEE vs STLD
+8,008.3%
-4,131.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | +3.9% | -11.1% | +15.0% | +5.2% |
| 30D | +12.8% | -4.8% | +17.6% | +13.3% |
| 3M | +3.6% | -14.6% | +18.1% | +5.1% |
| 6M | -7.5% | -7.4% | -0.1% | -7.1% |
| YTD | +10.7% | +32.6% | -21.9% | +6.3% |
| 1Y | +9.1% | +47.3% | -38.2% | +3.5% |
| 3Y | +61.0% | +107.5% | -46.5% | +44.8% |
| 5Y | +16.3% | +268.8% | -252.6% | -4.0% |
| 10Y | +264.6% | +883.3% | -618.7% | +155.6% |
| All | +3,876.9% | +8,008.3% | -4,131.4% | +2,071.1% |
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 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