-59.5%
NVD vs STLD
+80.8%
-140.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.5% | -2.8% | +3.3% | -0.7% |
| 30D | -9.3% | -10.4% | +1.1% | -13.5% |
| 3M | -22.1% | -10.6% | -11.5% | -25.7% |
| 6M | -45.8% | +32.7% | -78.5% | -31.4% |
| YTD | -46.7% | +42.8% | -89.5% | -28.8% |
| 1Y | -59.5% | +86.9% | -146.4% | -35.9% |
| All | -59.5% | +80.8% | -140.2% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling