-47.6%
NKE vs STLD
+80.8%
-128.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -2.3% | -2.8% | +0.5% | -2.0% |
| 30D | -10.4% | -10.4% | 0.0% | -9.3% |
| 3M | -15.5% | -10.6% | -4.9% | -14.2% |
| 6M | -32.6% | +32.7% | -65.3% | -37.5% |
| YTD | -39.8% | +42.8% | -82.6% | -45.5% |
| 1Y | -47.6% | +86.9% | -134.5% | -56.3% |
| All | -47.6% | +80.8% | -128.4% | -56.3% |
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