+133.9%
NOK vs STLD
+790.2%
-656.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +11.0% | +6.9% | +4.1% | +9.0% |
| 30D | -16.0% | -1.5% | -14.6% | -15.5% |
| 3M | -19.8% | -9.7% | -10.1% | -17.5% |
| 6M | -37.1% | +2.3% | -39.5% | -37.6% |
| YTD | +28.0% | +41.0% | -13.0% | +16.1% |
| 1Y | +17.9% | +51.8% | -33.9% | +4.9% |
| 3Y | +152.7% | +126.4% | +26.3% | +96.3% |
| 5Y | +62.3% | +285.7% | -223.4% | +4.5% |
| All | +133.9% | +790.2% | -656.4% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling