+178.1%
NI vs STLD
+779.4%
-601.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | +0.4% | -9.7% | +10.1% | +1.6% |
| 30D | +11.3% | -4.5% | +15.8% | +11.8% |
| 3M | +6.5% | -13.1% | +19.5% | +8.0% |
| 6M | -2.3% | -2.8% | +0.5% | -2.4% |
| YTD | +10.8% | +35.3% | -24.5% | +5.7% |
| 1Y | +6.2% | +51.4% | -45.1% | -0.1% |
| 3Y | +98.7% | +117.9% | -19.3% | +74.9% |
| 5Y | +111.3% | +272.6% | -161.3% | +68.2% |
| 10Y | +178.1% | +782.2% | -604.1% | +88.7% |
| All | +178.1% | +779.4% | -601.3% | +88.7% |
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