+22.2%
NEM vs STLD
+55.9%
-33.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.7% |
| 7D | -5.9% | +6.9% | -12.8% | -7.5% |
| 30D | -2.6% | -1.5% | -1.1% | -2.5% |
| 3M | -4.2% | -9.7% | +5.5% | -1.7% |
| 6M | -5.5% | +2.3% | -7.8% | -7.9% |
| YTD | +13.5% | +41.0% | -27.5% | -1.3% |
| 1Y | +22.2% | +51.8% | -29.7% | +1.1% |
| All | +22.2% | +55.9% | -33.8% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling