+76.8%
NUE vs STLD
+50.3%
+26.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +0.1% |
| 7D | -10.2% | -9.7% | -0.6% | -2.8% |
| 30D | -0.4% | -4.5% | +4.1% | +3.4% |
| 3M | -8.4% | -13.1% | +4.7% | +2.0% |
| 6M | +10.1% | -2.8% | +12.8% | +13.0% |
| YTD | +54.1% | +35.3% | +18.7% | +24.6% |
| All | +76.8% | +50.3% | +26.4% | +29.9% |
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