+1,280.3%
NRG vs STLD
+7,413.3%
-6,133.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +21.7% | +6.9% | +14.9% | +19.2% |
| 30D | -8.1% | -1.5% | -6.6% | -7.6% |
| 3M | -18.3% | -9.7% | -8.6% | -16.0% |
| 6M | -28.0% | +2.3% | -30.3% | -29.4% |
| YTD | -37.5% | +41.0% | -78.5% | -45.2% |
| 1Y | -41.1% | +51.8% | -92.9% | -49.6% |
| 3Y | +126.6% | +126.4% | +0.2% | +67.0% |
| 5Y | +212.3% | +285.7% | -73.4% | +83.5% |
| 10Y | +992.0% | +792.7% | +199.2% | +332.9% |
| All | +1,280.3% | +7,413.3% | -6,133.0% | +160.7% |
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 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