+120.2%
NEM vs STLD
+274.1%
-153.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.0% |
| 7D | -6.4% | +2.9% | -9.4% | -6.9% |
| 30D | +1.4% | -5.6% | +7.0% | +2.2% |
| 3M | -0.7% | -11.7% | +11.0% | +1.0% |
| 6M | -4.5% | -2.8% | -1.7% | -4.6% |
| YTD | +14.0% | +36.4% | -22.4% | +7.5% |
| 1Y | +27.3% | +50.0% | -22.7% | +18.3% |
| 3Y | +250.5% | +122.3% | +128.2% | +201.1% |
| All | +120.2% | +274.1% | -153.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling