-98.6%
NVD vs STLD
+136.5%
-235.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +13.6% |
| 7D | +43.9% | -4.7% | +48.5% | +39.9% |
| 30D | +74.0% | -0.9% | +75.0% | +74.4% |
| 3M | +48.3% | -11.9% | +60.2% | +37.5% |
| 6M | +30.3% | +0.9% | +29.4% | +35.2% |
| YTD | -12.9% | +40.4% | -53.3% | +23.5% |
| 1Y | -4.0% | +56.6% | -60.5% | +50.2% |
| 3Y | -98.5% | +125.5% | -223.9% | -96.1% |
| All | -98.6% | +136.5% | -235.1% | -96.4% |
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 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