+291.1%
NSC vs STLD
+790.2%
-499.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +1.6% | +6.9% | -5.2% | -0.7% |
| 30D | +4.2% | -1.5% | +5.7% | +4.5% |
| 3M | -0.2% | -9.7% | +9.5% | +2.6% |
| 6M | +7.6% | +2.3% | +5.2% | +5.0% |
| YTD | +17.4% | +41.0% | -23.6% | +1.4% |
| 1Y | +18.3% | +51.8% | -33.5% | -0.6% |
| 3Y | +79.8% | +126.4% | -46.6% | +26.4% |
| 5Y | +34.3% | +285.7% | -251.4% | -27.9% |
| All | +291.1% | +790.2% | -499.1% | +36.7% |
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