+19.7%
NU vs STLD
+305.5%
-285.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.7% | +2.1% |
| 7D | +6.4% | -9.7% | +16.0% | +9.8% |
| 30D | -23.3% | -4.5% | -18.8% | -22.2% |
| 3M | -10.7% | -13.1% | +2.4% | -6.9% |
| 6M | -10.4% | -2.8% | -7.7% | -10.6% |
| YTD | -26.2% | +35.3% | -61.5% | -34.7% |
| 1Y | -22.1% | +51.4% | -73.5% | -33.7% |
| 3Y | +49.6% | +117.9% | -68.3% | +8.6% |
| All | +19.7% | +305.5% | -285.9% | -36.3% |
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