+146.2%
NUE vs STLA
-74.6%
+220.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | +2.8% | -13.8% | +16.5% | +6.8% |
| 30D | -2.1% | -10.5% | +8.4% | +0.4% |
| 3M | -7.3% | -28.9% | +21.5% | +0.6% |
| 6M | +8.9% | -49.7% | +58.6% | +30.1% |
| YTD | +55.6% | -64.9% | +120.5% | +102.9% |
| 1Y | +74.7% | -64.0% | +138.7% | +124.9% |
| 3Y | +71.7% | -77.4% | +149.1% | +145.6% |
| All | +146.2% | -74.6% | +220.8% | +215.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling