+1,463.3%
NVDL vs STLD
+124.6%
+1,338.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.0% |
| 7D | -26.2% | -0.5% | -25.7% | -25.7% |
| 30D | -43.2% | -0.1% | -43.2% | -42.9% |
| 3M | -40.5% | -9.2% | -31.4% | -36.8% |
| 6M | -45.4% | +1.8% | -47.2% | -47.3% |
| YTD | -30.5% | +42.1% | -72.6% | -48.0% |
| 1Y | -37.1% | +58.5% | -95.6% | -56.8% |
| 3Y | +318.7% | +128.2% | +190.5% | +131.8% |
| All | +1,463.3% | +124.6% | +1,338.7% | +743.7% |
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