+2,111.6%
NOW vs STLD
+2,664.4%
-552.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | -27.5% | -3.9% | -23.6% | -26.9% |
| 30D | -20.0% | -0.4% | -19.7% | -20.2% |
| 3M | -7.9% | -9.2% | +1.3% | -6.5% |
| 6M | +18.3% | +5.0% | +13.3% | +14.9% |
| YTD | -29.0% | +42.8% | -71.8% | -37.0% |
| 1Y | -38.7% | +60.1% | -98.8% | -47.3% |
| 3Y | -10.3% | +123.5% | -133.8% | -30.8% |
| 5Y | -22.5% | +302.0% | -324.5% | -49.6% |
| 10Y | +553.8% | +959.3% | -405.4% | +196.4% |
| All | +2,111.6% | +2,664.4% | -552.9% | +677.0% |
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