+106.7%
NI vs STLD
+255.4%
-148.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -0.9% | -11.1% | +10.2% | +0.1% |
| 30D | +9.6% | -4.8% | +14.4% | +10.0% |
| 3M | +2.5% | -14.6% | +17.0% | +3.7% |
| 6M | -5.8% | -7.4% | +1.6% | -5.5% |
| YTD | +8.6% | +32.6% | -24.0% | +4.8% |
| 1Y | +6.0% | +47.3% | -41.4% | +1.1% |
| 3Y | +91.0% | +107.5% | -16.5% | +72.6% |
| All | +106.7% | +255.4% | -148.7% | +71.2% |
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