-31.7%
NKE vs STLD
+59.7%
-91.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.3% | +5.4% |
| 7D | +9.0% | -3.9% | +12.9% | +9.2% |
| 30D | +19.2% | -0.4% | +19.6% | +19.2% |
| 3M | -1.5% | -9.2% | +7.7% | -0.8% |
| 6M | -4.2% | +5.0% | -9.2% | -6.0% |
| YTD | -34.8% | +42.8% | -77.6% | -40.4% |
| 1Y | -31.7% | +60.1% | -91.8% | -40.5% |
| All | -31.7% | +59.7% | -91.4% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling