-40.7%
NRG vs STLD
+46.8%
-87.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.4% |
| 7D | +10.0% | +2.9% | +7.0% | +9.4% |
| 30D | -3.2% | -5.6% | +2.3% | -2.2% |
| 3M | -18.5% | -11.7% | -6.8% | -17.1% |
| 6M | -25.3% | -2.8% | -22.5% | -26.3% |
| YTD | -38.1% | +36.4% | -74.6% | -45.6% |
| 1Y | -40.7% | +50.0% | -90.7% | -51.4% |
| All | -40.7% | +46.8% | -87.5% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling