+3,689.9%
NUE vs STLD
+8,008.3%
-4,318.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.6% |
| 7D | -10.6% | -11.1% | +0.6% | -4.0% |
| 30D | -0.6% | -4.8% | +4.2% | +2.4% |
| 3M | -9.7% | -14.6% | +4.8% | -0.9% |
| 6M | +5.1% | -7.4% | +12.5% | +10.2% |
| YTD | +51.4% | +32.6% | +18.9% | +28.5% |
| 1Y | +71.3% | +47.3% | +24.0% | +36.7% |
| 3Y | +66.8% | +107.5% | -40.7% | +10.4% |
| 5Y | +134.8% | +268.8% | -134.0% | +14.2% |
| 10Y | +506.1% | +883.3% | -377.2% | +71.9% |
| All | +3,689.9% | +8,008.3% | -4,318.5% | +278.4% |
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 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