+0.7%
NVO vs STLD
+294.9%
-294.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.7% | -2.8% | -1.9% | -4.4% |
| 30D | -5.4% | -10.4% | +4.9% | -4.2% |
| 3M | +7.0% | -10.6% | +17.6% | +8.3% |
| 6M | +17.6% | +32.7% | -15.1% | +12.4% |
| YTD | -8.0% | +42.8% | -50.9% | -13.4% |
| 1Y | -13.8% | +86.9% | -100.8% | -22.0% |
| 3Y | -50.3% | +143.8% | -194.1% | -57.0% |
| 5Y | +0.7% | +293.5% | -292.8% | -24.0% |
| All | +0.7% | +294.9% | -294.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling