+190.6%
NI vs STLD
+791.2%
-600.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.3% | +0.1% |
| 7D | +1.5% | -4.7% | +6.2% | +2.0% |
| 30D | +11.9% | -0.9% | +12.8% | +11.9% |
| 3M | +9.1% | -11.9% | +21.0% | +10.6% |
| 6M | -1.8% | +0.9% | -2.7% | -2.4% |
| YTD | +11.4% | +40.4% | -29.1% | +5.7% |
| 1Y | +6.4% | +56.6% | -50.2% | -0.5% |
| 3Y | +98.2% | +125.5% | -27.2% | +73.7% |
| 5Y | +110.1% | +292.8% | -182.8% | +65.8% |
| All | +190.6% | +791.2% | -600.6% | +89.0% |
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 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