+669.2%
NKE vs STLD
+8,684.3%
-8,015.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.6% |
| 7D | -2.0% | +3.1% | -5.2% | -2.7% |
| 30D | -8.6% | -9.0% | +0.4% | -7.0% |
| 3M | -11.0% | -12.4% | +1.3% | -9.1% |
| 6M | -33.2% | +25.5% | -58.7% | -36.9% |
| YTD | -38.1% | +43.6% | -81.8% | -43.3% |
| 1Y | -47.4% | +87.2% | -134.5% | -54.5% |
| 3Y | -59.8% | +135.2% | -195.0% | -67.4% |
| 5Y | -74.2% | +290.9% | -365.1% | -81.6% |
| 10Y | -23.5% | +1,113.5% | -1,136.9% | -58.5% |
| All | +669.2% | +8,684.3% | -8,015.1% | +116.0% |
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