+146.2%
NUE vs STLD
+291.8%
-145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | +1.8% | +2.7% | -0.9% | -0.5% |
| 30D | -6.0% | -8.4% | +2.5% | +1.1% |
| 3M | +1.4% | -9.9% | +11.3% | +10.3% |
| 6M | +52.8% | +33.0% | +19.8% | +18.5% |
| YTD | +58.1% | +42.6% | +15.5% | +14.7% |
| 1Y | +80.4% | +80.8% | -0.3% | +5.7% |
| 3Y | +62.3% | +143.4% | -81.1% | -27.2% |
| 5Y | +146.2% | +293.4% | -147.2% | -31.4% |
| All | +146.2% | +291.8% | -145.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling