+321.5%
NSC vs STLD
+864.5%
-543.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.6% | +3.3% | -1.7% |
| 7D | -3.8% | -12.5% | +8.7% | +0.6% |
| 30D | +4.1% | -6.8% | +10.9% | +6.4% |
| 3M | -3.3% | -16.4% | +13.1% | +2.1% |
| 6M | +5.9% | -6.1% | +12.0% | +6.5% |
| YTD | +15.5% | +32.0% | -16.5% | +2.1% |
| 1Y | +19.3% | +45.5% | -26.2% | +1.7% |
| 3Y | +79.0% | +106.5% | -27.5% | +30.0% |
| 5Y | +28.3% | +267.2% | -238.9% | -30.0% |
| All | +321.5% | +864.5% | -543.0% | +41.3% |
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