-37.3%
NKE vs STLD
+58.4%
-95.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | +8.4% | -0.1% | +8.5% | +8.3% |
| 3M | -6.3% | -9.2% | +2.9% | -5.7% |
| 6M | -7.8% | +1.8% | -9.6% | -9.1% |
| YTD | -38.3% | +42.1% | -80.4% | -43.5% |
| 1Y | -37.3% | +58.5% | -95.8% | -45.5% |
| All | -37.3% | +58.4% | -95.7% | -45.5% |
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