-58.2%
NKE vs STLD
+141.4%
-199.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.1% | +2.7% | -2.7% | -0.6% |
| 30D | -7.7% | -8.4% | +0.8% | -6.2% |
| 3M | -10.9% | -9.9% | -1.1% | -9.4% |
| 6M | -31.9% | +33.0% | -64.9% | -37.2% |
| YTD | -38.6% | +42.6% | -81.2% | -44.6% |
| 1Y | -46.9% | +80.8% | -127.7% | -55.1% |
| 3Y | -58.2% | +143.4% | -201.6% | -66.9% |
| All | -58.2% | +141.4% | -199.6% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling