-74.9%
NKE vs STLD
+269.6%
-344.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.3% | +2.8% |
| 7D | +1.9% | -9.7% | +11.6% | +4.5% |
| 30D | +14.9% | -4.5% | +19.4% | +16.0% |
| 3M | -3.4% | -13.1% | +9.7% | -0.4% |
| 6M | -7.9% | -2.8% | -5.1% | -8.6% |
| YTD | -35.8% | +35.3% | -71.1% | -42.6% |
| 1Y | -32.6% | +51.4% | -83.9% | -41.8% |
| 3Y | -60.0% | +117.9% | -178.0% | -70.0% |
| 5Y | -74.9% | +272.6% | -347.4% | -85.1% |
| All | -74.9% | +269.6% | -344.5% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling