+1,084.8%
NRG vs STLD
+1,136.1%
-51.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +3.9% | -2.8% | +6.7% | +4.7% |
| 30D | -3.0% | -10.4% | +7.4% | -0.2% |
| 3M | -10.9% | -10.6% | -0.3% | -8.8% |
| 6M | -25.3% | +32.7% | -58.0% | -32.2% |
| YTD | -26.8% | +42.8% | -69.6% | -35.3% |
| 1Y | -23.3% | +86.9% | -110.2% | -37.4% |
| 3Y | +208.6% | +143.8% | +64.8% | +129.9% |
| 5Y | +194.1% | +293.5% | -99.4% | +81.9% |
| All | +1,084.8% | +1,136.1% | -51.3% | +279.7% |
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