+296.7%
NSC vs STLD
+791.2%
-494.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | -0.6% |
| 7D | -3.4% | -4.7% | +1.2% | -1.9% |
| 30D | +3.6% | -0.9% | +4.6% | +3.7% |
| 3M | -1.4% | -11.9% | +10.5% | +2.2% |
| 6M | +6.0% | +0.9% | +5.1% | +4.0% |
| YTD | +15.5% | +40.4% | -24.9% | -0.1% |
| 1Y | +16.2% | +56.6% | -40.3% | -3.5% |
| 3Y | +76.9% | +125.5% | -48.5% | +24.5% |
| 5Y | +29.3% | +292.8% | -263.5% | -31.2% |
| All | +296.7% | +791.2% | -494.5% | +37.9% |
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