+56.4%
NU vs STLD
+119.8%
-63.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.2% | +15.0% | +12.7% |
| 7D | +9.9% | +2.9% | +7.0% | +8.8% |
| 30D | -11.5% | -5.6% | -5.9% | -10.2% |
| 3M | -5.1% | -11.7% | +6.6% | -2.3% |
| 6M | +3.1% | -2.8% | +5.9% | +2.7% |
| YTD | -21.0% | +36.4% | -57.5% | -29.7% |
| 1Y | -15.2% | +50.0% | -65.2% | -26.7% |
| 3Y | +56.4% | +122.3% | -65.9% | +22.7% |
| All | +56.4% | +119.8% | -63.4% | +22.7% |
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 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