+499.2%
NOW vs STLD
+868.9%
-369.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -3.0% | -11.1% | +8.1% | -0.4% |
| 30D | -26.0% | -4.8% | -21.3% | -25.4% |
| 3M | -13.1% | -14.6% | +1.4% | -10.6% |
| 6M | +14.5% | -7.4% | +21.9% | +14.7% |
| YTD | -33.4% | +32.6% | -66.0% | -39.7% |
| 1Y | -40.6% | +47.3% | -88.0% | -47.7% |
| 3Y | -16.3% | +107.5% | -123.9% | -33.9% |
| 5Y | -26.3% | +268.8% | -295.2% | -50.3% |
| All | +499.2% | +868.9% | -369.7% | +204.6% |
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