+69.3%
NEM vs STLD
+80.8%
-11.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.9% | +2.7% | +1.2% | +3.3% |
| 30D | +12.7% | -8.4% | +21.2% | +14.8% |
| 3M | +28.7% | -9.9% | +38.5% | +31.3% |
| 6M | +9.8% | +33.0% | -23.3% | +2.3% |
| YTD | +28.1% | +42.6% | -14.5% | +21.1% |
| 1Y | +69.3% | +80.8% | -11.4% | +62.2% |
| All | +69.3% | +80.8% | -11.5% | +62.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling