+674.6%
NKE vs STLD
+8,489.2%
-7,814.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.8% |
| 7D | +0.5% | -4.7% | +5.2% | +1.4% |
| 30D | +11.4% | -0.9% | +12.4% | +11.4% |
| 3M | -7.2% | -11.9% | +4.7% | -5.3% |
| 6M | -10.7% | +0.9% | -11.6% | -11.7% |
| YTD | -37.7% | +40.4% | -78.1% | -42.8% |
| 1Y | -34.3% | +56.6% | -90.9% | -41.1% |
| 3Y | -60.9% | +125.5% | -186.4% | -68.1% |
| 5Y | -74.8% | +292.8% | -367.6% | -82.0% |
| 10Y | -11.2% | +787.1% | -798.3% | -49.0% |
| All | +674.6% | +8,489.2% | -7,814.6% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling