-18.7%
NVO vs STLD
+291.0%
-309.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +6.5% | -0.1% | +6.6% | +6.4% |
| 3M | -11.8% | -9.2% | -2.6% | -10.9% |
| 6M | -10.3% | +1.8% | -12.1% | -11.0% |
| YTD | -15.2% | +42.1% | -57.3% | -20.2% |
| 1Y | -12.2% | +58.5% | -70.7% | -18.7% |
| 3Y | -55.7% | +128.2% | -183.9% | -61.4% |
| 5Y | -18.7% | +288.2% | -307.0% | -40.5% |
| All | -18.7% | +291.0% | -309.8% | -40.5% |
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