+87.8%
NUE vs STLD
+59.7%
+28.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | +0.3% |
| 7D | -1.4% | -3.9% | +2.5% | +1.7% |
| 30D | +6.6% | -0.4% | +6.9% | +6.9% |
| 3M | -2.0% | -9.2% | +7.2% | +5.3% |
| 6M | +19.2% | +5.0% | +14.2% | +15.4% |
| YTD | +65.6% | +42.8% | +22.8% | +28.4% |
| 1Y | +87.8% | +60.1% | +27.8% | +32.5% |
| All | +87.8% | +59.7% | +28.2% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling