+378.4%
NOK vs STLD
+8,177.9%
-7,799.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.1% |
| 7D | -1.4% | -9.7% | +8.2% | +1.8% |
| 30D | -21.0% | -4.5% | -16.5% | -19.7% |
| 3M | -12.6% | -13.1% | +0.5% | -8.9% |
| 6M | -36.2% | -2.8% | -33.4% | -35.8% |
| YTD | +26.4% | +35.3% | -8.9% | +14.4% |
| 1Y | +19.6% | +51.4% | -31.8% | +4.6% |
| 3Y | +152.6% | +117.9% | +34.6% | +91.2% |
| 5Y | +57.3% | +272.6% | -215.3% | -3.5% |
| 10Y | +123.8% | +782.2% | -658.4% | -5.2% |
| All | +378.4% | +8,177.9% | -7,799.4% | -29.5% |
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