+512.2%
NVT vs STLD
+513.0%
-0.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +3.5% | -0.5% | +3.9% | +4.1% |
| 30D | -28.2% | -0.1% | -28.1% | -27.6% |
| 3M | -30.1% | -9.2% | -20.9% | -26.3% |
| 6M | -32.5% | +1.8% | -34.2% | -33.6% |
| YTD | +15.2% | +42.1% | -26.9% | -5.5% |
| 1Y | +7.2% | +58.5% | -51.3% | -17.2% |
| 3Y | +134.2% | +128.2% | +6.0% | +44.6% |
| 5Y | +238.3% | +288.2% | -49.9% | +42.5% |
| All | +512.2% | +513.0% | -0.8% | +46.7% |
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