+348.0%
NOK vs STLD
+8,008.3%
-7,660.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -10.5% | -11.1% | +0.6% | -7.1% |
| 30D | -27.9% | -4.8% | -23.1% | -26.6% |
| 3M | -18.8% | -14.6% | -4.2% | -14.9% |
| 6M | -41.9% | -7.4% | -34.5% | -40.7% |
| YTD | +18.4% | +32.6% | -14.2% | +7.8% |
| 1Y | +10.9% | +47.3% | -36.5% | -2.3% |
| 3Y | +137.9% | +107.5% | +30.3% | +82.7% |
| 5Y | +47.8% | +268.8% | -221.0% | -9.1% |
| 10Y | +116.4% | +883.3% | -766.9% | -11.6% |
| All | +348.0% | +8,008.3% | -7,660.3% | -33.5% |
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