+145.1%
NUE vs STLA
-63.7%
+208.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.7% | -3.8% | +1.2% | -1.6% |
| 30D | -6.1% | -3.1% | -2.9% | -5.6% |
| 3M | +2.2% | -19.6% | +21.9% | +8.2% |
| 6M | +50.8% | -23.5% | +74.3% | +61.0% |
| YTD | +57.5% | -51.5% | +109.1% | +90.3% |
| 1Y | +82.5% | -39.7% | +122.1% | +101.8% |
| 3Y | +61.7% | -66.3% | +128.0% | +107.5% |
| 5Y | +145.1% | -63.1% | +208.3% | +190.9% |
| All | +145.1% | -63.7% | +208.8% | +190.9% |
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