+141.2%
NVO vs STLD
+1,117.5%
-976.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -7.4% | -3.6% | -3.7% | -7.0% |
| 30D | -5.5% | -10.1% | +4.6% | -4.4% |
| 3M | +4.1% | -11.4% | +15.6% | +5.3% |
| 6M | +19.3% | +30.8% | -11.5% | +15.1% |
| YTD | -9.2% | +40.7% | -49.8% | -13.4% |
| 1Y | -15.0% | +80.8% | -95.8% | -21.4% |
| 3Y | -50.9% | +140.2% | -191.0% | -56.4% |
| 5Y | -0.9% | +288.5% | -289.3% | -18.5% |
| All | +141.2% | +1,117.5% | -976.4% | +58.2% |
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