+1,871.4%
NI vs STLD
+8,593.6%
-6,722.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +0.6% | -0.5% | +1.0% | +0.6% |
| 30D | +11.2% | -0.1% | +11.3% | +11.1% |
| 3M | +9.2% | -9.2% | +18.3% | +10.2% |
| 6M | -1.8% | +1.8% | -3.6% | -2.6% |
| YTD | +12.0% | +42.1% | -30.1% | +6.1% |
| 1Y | +6.4% | +58.5% | -52.1% | -0.7% |
| 3Y | +99.4% | +128.2% | -28.8% | +74.6% |
| 5Y | +113.1% | +288.2% | -175.1% | +70.4% |
| 10Y | +192.3% | +799.8% | -607.5% | +98.7% |
| All | +1,871.4% | +8,593.6% | -6,722.3% | +861.2% |
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 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