+323.6%
NSC vs STLD
+1,105.0%
-781.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -5.5% | +3.1% | -8.7% | -6.6% |
| 30D | -3.2% | -9.0% | +5.8% | -0.5% |
| 3M | +7.7% | -12.4% | +20.0% | +11.6% |
| 6M | +4.5% | +25.5% | -21.0% | -5.1% |
| YTD | +15.6% | +43.6% | -28.1% | -0.4% |
| 1Y | +19.8% | +87.2% | -67.3% | -6.7% |
| 3Y | +70.1% | +135.2% | -65.1% | +18.3% |
| 5Y | +46.1% | +290.9% | -244.8% | -21.7% |
| All | +323.6% | +1,105.0% | -781.4% | +36.0% |
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