+44.8%
NU vs STLD
+105.6%
-60.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +3.6% | -11.1% | +14.7% | +7.1% |
| 30D | -22.8% | -4.8% | -18.0% | -21.7% |
| 3M | -14.8% | -14.6% | -0.3% | -11.3% |
| 6M | -16.9% | -7.4% | -9.5% | -16.0% |
| YTD | -28.1% | +32.6% | -60.7% | -35.4% |
| 1Y | -24.5% | +47.3% | -71.9% | -34.4% |
| 3Y | +44.8% | +107.5% | -62.8% | +15.8% |
| All | +44.8% | +105.6% | -60.9% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling