+87.8%
NUE vs STLA
-53.0%
+140.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.4% |
| 30D | +6.6% | +3.6% | +3.0% | +6.1% |
| 3M | -2.0% | -20.6% | +18.6% | +0.4% |
| 6M | +19.2% | -34.3% | +53.5% | +24.9% |
| YTD | +65.6% | -57.3% | +122.9% | +78.7% |
| 1Y | +87.8% | -52.6% | +140.5% | +97.8% |
| All | +87.8% | -53.0% | +140.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling