+332.4%
NEM vs STLD
+779.4%
-447.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.3% |
| 7D | +14.7% | -9.7% | +24.4% | +16.1% |
| 30D | +6.2% | -4.5% | +10.8% | +6.7% |
| 3M | +11.0% | -13.1% | +24.1% | +12.7% |
| 6M | +7.9% | -2.8% | +10.7% | +7.9% |
| YTD | +26.2% | +35.3% | -9.2% | +21.1% |
| 1Y | +51.5% | +51.4% | +0.1% | +43.6% |
| 3Y | +290.6% | +117.9% | +172.6% | +251.4% |
| 5Y | +153.1% | +272.6% | -119.5% | +112.9% |
| 10Y | +332.4% | +782.2% | -449.8% | +259.1% |
| All | +332.4% | +779.4% | -447.0% | +259.1% |
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