-40.6%
NKE vs STLD
+46.8%
-87.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | -1.6% | +2.9% | -4.5% | -1.7% |
| 30D | +7.6% | -5.6% | +13.2% | +7.8% |
| 3M | -6.9% | -11.7% | +4.8% | -6.2% |
| 6M | -8.5% | -2.8% | -5.7% | -9.5% |
| YTD | -38.8% | +36.4% | -75.2% | -44.4% |
| 1Y | -40.6% | +50.0% | -90.6% | -49.7% |
| All | -40.6% | +46.8% | -87.3% | -49.7% |
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 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