-21.9%
NKE vs STLD
+1,092.9%
-1,114.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -2.3% | -2.8% | +0.5% | -1.6% |
| 30D | -10.4% | -10.4% | 0.0% | -7.9% |
| 3M | -15.5% | -10.6% | -4.9% | -13.5% |
| 6M | -32.6% | +32.7% | -65.3% | -38.7% |
| YTD | -39.8% | +42.8% | -82.6% | -46.6% |
| 1Y | -47.6% | +86.9% | -134.5% | -57.1% |
| 3Y | -59.0% | +143.8% | -202.8% | -69.7% |
| 5Y | -74.9% | +293.5% | -368.4% | -84.4% |
| 10Y | -21.9% | +1,122.7% | -1,144.6% | -66.5% |
| All | -21.9% | +1,092.9% | -1,114.8% | -66.5% |
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 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