+501.5%
NVT vs STLD
+488.5%
+13.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +1.0% |
| 7D | +8.0% | +2.9% | +5.0% | +6.3% |
| 30D | -24.8% | -5.6% | -19.2% | -21.9% |
| 3M | -32.4% | -11.7% | -20.7% | -27.8% |
| 6M | -33.5% | -2.8% | -30.7% | -33.0% |
| YTD | +13.2% | +36.4% | -23.3% | -5.2% |
| 1Y | +9.0% | +50.0% | -41.0% | -13.4% |
| 3Y | +129.4% | +122.3% | +7.1% | +43.6% |
| 5Y | +230.1% | +273.2% | -43.1% | +41.8% |
| All | +501.5% | +488.5% | +13.0% | +47.2% |
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