+24.4%
NSC vs STLD
+255.4%
-231.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -6.6% | -11.1% | +4.5% | -3.8% |
| 30D | +2.2% | -4.8% | +6.9% | +3.3% |
| 3M | -6.2% | -14.6% | +8.3% | -2.8% |
| 6M | +1.7% | -7.4% | +9.1% | +2.6% |
| YTD | +12.2% | +32.6% | -20.3% | +1.8% |
| 1Y | +15.4% | +47.3% | -31.9% | +1.5% |
| 3Y | +73.3% | +107.5% | -34.2% | +35.7% |
| All | +24.4% | +255.4% | -231.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling