-98.3%
NVD vs STLD
+119.8%
-218.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +1.4% |
| 7D | +28.6% | +2.9% | +25.7% | +31.2% |
| 30D | +73.6% | -5.6% | +79.2% | +68.3% |
| 3M | +70.1% | -11.7% | +81.8% | +57.9% |
| 6M | +53.6% | -2.8% | +56.4% | +55.1% |
| YTD | -7.0% | +36.4% | -43.4% | +30.6% |
| 1Y | -9.0% | +50.0% | -59.0% | +39.5% |
| 3Y | -98.3% | +122.3% | -220.7% | -95.9% |
| All | -98.3% | +119.8% | -218.2% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling