+1,980.5%
NOW vs STLD
+2,454.6%
-474.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.7% | -4.1% |
| 7D | -6.7% | -12.5% | +5.8% | -3.7% |
| 30D | -25.8% | -6.8% | -19.0% | -24.7% |
| 3M | -12.7% | -16.4% | +3.7% | -9.6% |
| 6M | +11.2% | -6.1% | +17.4% | +11.0% |
| YTD | -33.2% | +32.0% | -65.1% | -39.6% |
| 1Y | -41.8% | +45.5% | -87.3% | -48.8% |
| 3Y | -15.7% | +106.5% | -122.1% | -33.6% |
| 5Y | -26.0% | +267.2% | -293.2% | -50.9% |
| 10Y | +515.1% | +878.9% | -363.8% | +184.2% |
| All | +1,980.5% | +2,454.6% | -474.1% | +644.9% |
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