+924.9%
NRG vs STLD
+761.4%
+163.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.1% |
| 7D | +10.0% | +2.9% | +7.0% | +9.1% |
| 30D | -3.2% | -5.6% | +2.3% | -1.6% |
| 3M | -18.5% | -11.7% | -6.8% | -15.9% |
| 6M | -25.3% | -2.8% | -22.5% | -25.5% |
| YTD | -38.1% | +36.4% | -74.6% | -44.5% |
| 1Y | -40.7% | +50.0% | -90.7% | -48.3% |
| 3Y | +121.8% | +122.3% | -0.6% | +70.2% |
| 5Y | +209.2% | +273.2% | -64.0% | +96.4% |
| All | +924.9% | +761.4% | +163.5% | +364.5% |
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 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