-25.8%
NOW vs STLD
+289.0%
-314.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.8% | -3.9% |
| 7D | -8.7% | -4.7% | -4.1% | -7.8% |
| 30D | -29.3% | -0.9% | -28.3% | -29.3% |
| 3M | -21.8% | -11.9% | -10.0% | -20.0% |
| 6M | +9.2% | +0.9% | +8.3% | +6.9% |
| YTD | -35.0% | +40.4% | -75.4% | -43.3% |
| 1Y | -42.5% | +56.6% | -99.1% | -51.7% |
| 3Y | -21.5% | +125.5% | -147.0% | -43.6% |
| 5Y | -25.8% | +292.8% | -318.6% | -57.8% |
| All | -25.8% | +289.0% | -314.7% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling