Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs STLD✓SelectedUSD · STLDNET vs STLD performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

NET vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+112.5%
STLD return
+292.4%
Excess return
-179.9%
Maximum drawdown
-82.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D-2.0%-1.6%-0.4%-1.2%
7D-7.0%+3.1%-10.1%-8.5%
30D-4.8%-9.0%+4.2%-1.0%
3M+3.8%-12.4%+16.2%+9.2%
6M+50.0%+25.5%+24.5%+32.2%
YTD+41.5%+43.6%-2.1%+15.0%
1Y+32.8%+87.2%-54.4%-6.4%
3Y+335.9%+135.2%+200.6%+155.4%
All+112.5%+292.4%-179.9%-9.6%

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