+874.8%
NUE vs STLA
+263.8%
+611.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +4.2% | +2.6% | +1.6% | +3.5% |
| 30D | -5.0% | -1.2% | -3.7% | -5.0% |
| 3M | -0.2% | -24.8% | +24.5% | +6.4% |
| 6M | +49.1% | -25.6% | +74.7% | +58.9% |
| YTD | +61.0% | -48.9% | +109.9% | +85.8% |
| 1Y | +82.5% | -38.8% | +121.3% | +99.4% |
| 3Y | +57.9% | -64.5% | +122.5% | +92.2% |
| 5Y | +146.6% | -62.4% | +209.0% | +190.3% |
| 10Y | +561.6% | +55.4% | +506.2% | +497.6% |
| All | +874.8% | +263.8% | +611.0% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling