-99.2%
NVD vs STLD
+141.8%
-241.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -2.5% |
| 7D | -11.1% | +3.1% | -14.3% | -8.8% |
| 30D | -13.3% | -9.0% | -4.3% | -18.9% |
| 3M | -19.8% | -12.4% | -7.5% | -27.0% |
| 6M | -48.8% | +25.5% | -74.3% | -35.9% |
| YTD | -49.7% | +43.6% | -93.3% | -28.4% |
| 1Y | -61.4% | +87.2% | -148.6% | -29.4% |
| 3Y | -99.1% | +135.2% | -234.4% | -97.7% |
| All | -99.2% | +141.8% | -241.0% | -97.9% |
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 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