+123.7%
NOK vs STLD
+804.7%
-681.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.2% |
| 7D | -2.7% | -4.7% | +1.9% | -1.3% |
| 30D | -20.4% | -0.9% | -19.4% | -20.0% |
| 3M | -9.6% | -11.9% | +2.2% | -6.5% |
| 6M | -35.6% | +0.9% | -36.6% | -35.9% |
| YTD | +27.5% | +40.4% | -12.9% | +15.9% |
| 1Y | +18.4% | +56.6% | -38.2% | +4.4% |
| 3Y | +151.8% | +125.5% | +26.3% | +95.9% |
| 5Y | +61.1% | +292.8% | -231.7% | +3.3% |
| 10Y | +123.7% | +787.1% | -663.4% | -0.1% |
| All | +123.7% | +804.7% | -681.0% | -0.1% |
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 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