+375.4%
NVDA vs STLD
+135.5%
+239.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | +5.9% | +3.1% | +2.7% | +4.6% |
| 30D | +5.1% | -9.0% | +14.1% | +8.6% |
| 3M | +5.4% | -12.4% | +17.7% | +10.0% |
| 6M | +26.0% | +25.5% | +0.5% | +12.2% |
| YTD | +23.7% | +43.6% | -19.9% | +3.3% |
| 1Y | +34.4% | +87.2% | -52.8% | -1.1% |
| All | +375.4% | +135.5% | +239.9% | +213.6% |
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