+310.6%
NEM vs STLD
+8,684.3%
-8,373.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +0.3% | +3.1% | -2.9% | -0.3% |
| 30D | +23.1% | -9.0% | +32.1% | +24.9% |
| 3M | +18.5% | -12.4% | +30.9% | +20.9% |
| 6M | +7.8% | +25.5% | -17.7% | +3.0% |
| YTD | +29.1% | +43.6% | -14.5% | +20.2% |
| 1Y | +72.7% | +87.2% | -14.5% | +52.8% |
| 3Y | +248.7% | +135.2% | +113.5% | +191.3% |
| 5Y | +148.7% | +290.9% | -142.2% | +83.7% |
| 10Y | +304.8% | +1,113.5% | -808.7% | +123.9% |
| All | +310.6% | +8,684.3% | -8,373.7% | +78.1% |
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