-99.2%
NVD vs STLD
+140.1%
-239.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.4% |
| 7D | -7.7% | +2.7% | -10.3% | -5.6% |
| 30D | -5.8% | -8.4% | +2.6% | -11.5% |
| 3M | -23.2% | -9.9% | -13.3% | -28.6% |
| 6M | -49.7% | +33.0% | -82.8% | -34.1% |
| YTD | -47.7% | +42.6% | -90.3% | -26.0% |
| 1Y | -61.3% | +80.8% | -142.1% | -31.4% |
| 3Y | -99.2% | +143.4% | -242.6% | -97.8% |
| All | -99.2% | +140.1% | -239.3% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling