+1,679.3%
NI vs STLD
+8,684.3%
-7,005.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.0% | +3.1% | -1.1% | +1.6% |
| 30D | -3.5% | -9.0% | +5.4% | -2.5% |
| 3M | -9.1% | -12.4% | +3.2% | -7.9% |
| 6M | -11.8% | +25.5% | -37.3% | -14.9% |
| YTD | +1.1% | +43.6% | -42.5% | -4.3% |
| 1Y | +6.7% | +87.2% | -80.5% | -2.6% |
| 3Y | +71.1% | +135.2% | -64.2% | +49.4% |
| 5Y | +94.3% | +290.9% | -196.6% | +55.2% |
| 10Y | +135.8% | +1,113.5% | -977.7% | +54.1% |
| All | +1,679.3% | +8,684.3% | -7,005.0% | +767.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling