+299.9%
NSC vs STLD
+802.0%
-502.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -3.5% | -0.5% | -3.1% | -3.4% |
| 30D | +3.9% | -0.1% | +4.0% | +3.8% |
| 3M | -0.8% | -9.2% | +8.4% | +1.8% |
| 6M | +7.1% | +1.8% | +5.4% | +4.8% |
| YTD | +16.4% | +42.1% | -25.7% | +0.3% |
| 1Y | +16.9% | +58.5% | -41.6% | -3.3% |
| 3Y | +78.4% | +128.2% | -49.8% | +25.0% |
| 5Y | +33.1% | +288.2% | -255.1% | -28.7% |
| 10Y | +299.9% | +799.8% | -499.9% | +38.4% |
| All | +299.9% | +802.0% | -502.2% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling