+19.8%
NSC vs STLD
+89.3%
-69.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -5.5% | +3.1% | -8.7% | -5.9% |
| 30D | -3.2% | -9.0% | +5.8% | -2.1% |
| 3M | +7.7% | -12.4% | +20.0% | +9.6% |
| 6M | +4.5% | +25.5% | -21.0% | -0.6% |
| YTD | +15.6% | +43.6% | -28.1% | +7.5% |
| 1Y | +19.8% | +87.2% | -67.3% | +9.8% |
| All | +19.8% | +89.3% | -69.4% | +9.8% |
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