+1,567.2%
NRG vs STLD
+7,551.8%
-5,984.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.9% |
| 7D | +7.1% | +3.1% | +4.0% | +6.0% |
| 30D | -1.4% | -9.0% | +7.6% | +1.2% |
| 3M | -10.5% | -12.4% | +1.9% | -7.5% |
| 6M | -26.7% | +25.5% | -52.2% | -32.9% |
| YTD | -24.5% | +43.6% | -68.1% | -34.2% |
| 1Y | -18.6% | +87.2% | -105.7% | -35.0% |
| 3Y | +227.1% | +135.2% | +91.9% | +138.1% |
| 5Y | +198.8% | +290.9% | -92.1% | +74.2% |
| 10Y | +1,122.3% | +1,113.5% | +8.8% | +336.9% |
| All | +1,567.2% | +7,551.8% | -5,984.6% | +213.5% |
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 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