+48.8%
NU vs STLD
+330.4%
-281.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | +7.5% | +3.1% | +4.3% | +6.5% |
| 30D | +6.1% | -9.0% | +15.1% | +9.1% |
| 3M | +26.8% | -12.4% | +39.2% | +31.5% |
| 6M | +2.5% | +25.5% | -23.0% | -6.3% |
| YTD | -8.2% | +43.6% | -51.8% | -20.2% |
| 1Y | +3.4% | +87.2% | -83.8% | -18.4% |
| 3Y | +116.2% | +135.2% | -19.1% | +52.7% |
| All | +48.8% | +330.4% | -281.6% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling