-29.9%
NRG vs STLD
+84.3%
-114.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | -0.2% | -3.6% | +3.5% | +0.5% |
| 30D | -6.8% | -10.1% | +3.3% | -5.1% |
| 3M | -7.1% | -11.4% | +4.3% | -5.7% |
| 6M | -27.6% | +30.8% | -58.4% | -34.4% |
| YTD | -29.2% | +40.7% | -69.9% | -38.8% |
| 1Y | -29.9% | +80.8% | -110.7% | -43.2% |
| All | -29.9% | +84.3% | -114.2% | -43.2% |
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