+122.4%
NOK vs STLD
+1,072.4%
-950.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +7.3% | +2.7% | +4.6% | +6.4% |
| 30D | +13.8% | -8.4% | +22.2% | +16.2% |
| 3M | -27.0% | -9.9% | -17.1% | -25.3% |
| 6M | +37.6% | +33.0% | +4.6% | +27.0% |
| YTD | +64.6% | +42.6% | +22.0% | +48.8% |
| 1Y | +132.0% | +80.8% | +51.3% | +96.7% |
| 3Y | +183.7% | +143.4% | +40.2% | +115.8% |
| 5Y | +101.3% | +293.4% | -192.1% | +28.8% |
| 10Y | +122.4% | +1,080.4% | -958.0% | -6.1% |
| All | +122.4% | +1,072.4% | -950.0% | -6.1% |
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