+3.6%
NVT vs STLD
+59.7%
-56.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.0% | -9.7% | -11.3% |
| 7D | -19.5% | -3.9% | -15.5% | -17.9% |
| 30D | -32.4% | -0.4% | -32.0% | -32.0% |
| 3M | -30.3% | -9.2% | -21.1% | -27.3% |
| 6M | -30.4% | +5.0% | -35.4% | -32.8% |
| YTD | +11.3% | +42.8% | -31.5% | -7.7% |
| 1Y | +3.6% | +60.1% | -56.5% | -23.1% |
| All | +3.6% | +59.7% | -56.1% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling