+2,473.0%
NOC vs STLD
+8,008.3%
-5,535.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -5.8% | -11.1% | +5.3% | -4.2% |
| 30D | +10.9% | -4.8% | +15.7% | +11.6% |
| 3M | -7.1% | -14.6% | +7.4% | -5.3% |
| 6M | -5.3% | -7.4% | +2.1% | -4.8% |
| YTD | -6.8% | +32.6% | -39.4% | -11.5% |
| 1Y | -6.7% | +47.3% | -54.0% | -12.8% |
| 3Y | +17.2% | +107.5% | -90.4% | +2.1% |
| 5Y | +56.3% | +268.8% | -212.6% | +21.6% |
| 10Y | +173.7% | +883.3% | -709.6% | +74.4% |
| All | +2,473.0% | +8,008.3% | -5,535.4% | +1,028.2% |
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