+3,929.4%
NUE vs STLD
+8,684.3%
-4,754.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +4.2% | +3.1% | +1.1% | +2.3% |
| 30D | -5.0% | -9.0% | +4.0% | +0.3% |
| 3M | -0.2% | -12.4% | +12.2% | +7.8% |
| 6M | +49.1% | +25.5% | +23.6% | +30.5% |
| YTD | +61.0% | +43.6% | +17.4% | +30.0% |
| 1Y | +82.5% | +87.2% | -4.7% | +26.0% |
| 3Y | +57.9% | +135.2% | -77.3% | -3.1% |
| 5Y | +146.6% | +290.9% | -144.3% | +15.8% |
| 10Y | +561.6% | +1,113.5% | -551.8% | +66.6% |
| All | +3,929.4% | +8,684.3% | -4,754.9% | +282.8% |
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