+136.1%
NI vs STLD
+1,072.4%
-936.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.3% |
| 7D | +2.3% | +2.7% | -0.4% | +1.9% |
| 30D | -1.7% | -8.4% | +6.8% | -0.7% |
| 3M | -8.0% | -9.9% | +1.9% | -7.1% |
| 6M | -8.6% | +33.0% | -41.7% | -12.3% |
| YTD | +2.3% | +42.6% | -40.2% | -2.9% |
| 1Y | +6.9% | +80.8% | -73.8% | -1.9% |
| 3Y | +70.6% | +143.4% | -72.9% | +47.9% |
| 5Y | +96.4% | +293.4% | -197.0% | +54.8% |
| 10Y | +136.1% | +1,080.4% | -944.3% | +34.1% |
| All | +136.1% | +1,072.4% | -936.2% | +34.1% |
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 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