+3,867.8%
NUE vs STLD
+8,489.2%
-4,621.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.7% |
| 7D | -6.2% | -4.7% | -1.6% | -3.5% |
| 30D | +2.5% | -0.9% | +3.4% | +3.2% |
| 3M | -6.4% | -11.9% | +5.5% | +1.0% |
| 6M | +13.3% | +0.9% | +12.4% | +13.0% |
| YTD | +58.5% | +40.4% | +18.1% | +30.0% |
| 1Y | +81.9% | +56.6% | +25.3% | +40.0% |
| 3Y | +75.3% | +125.5% | -50.2% | +10.5% |
| 5Y | +149.9% | +292.8% | -142.9% | +17.1% |
| 10Y | +436.0% | +787.1% | -351.1% | +59.4% |
| All | +3,867.8% | +8,489.2% | -4,621.4% | +283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling