-12.7%
NKE vs STLD
+802.0%
-814.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | +8.4% | -0.1% | +8.5% | +8.1% |
| 3M | -6.3% | -9.2% | +2.9% | -4.5% |
| 6M | -7.8% | +1.8% | -9.6% | -9.6% |
| YTD | -38.3% | +42.1% | -80.4% | -45.4% |
| 1Y | -37.3% | +58.5% | -95.8% | -46.4% |
| 3Y | -61.3% | +128.2% | -189.5% | -71.0% |
| 5Y | -74.8% | +288.2% | -363.1% | -84.5% |
| 10Y | -12.7% | +799.8% | -812.5% | -61.4% |
| All | -12.7% | +802.0% | -814.7% | -61.4% |
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