+7.2%
NVT vs STLD
+58.4%
-51.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +3.5% | -0.5% | +3.9% | +4.0% |
| 30D | -28.2% | -0.1% | -28.1% | -27.5% |
| 3M | -30.1% | -9.2% | -20.9% | -26.7% |
| 6M | -32.5% | +1.8% | -34.2% | -33.6% |
| YTD | +15.2% | +42.1% | -26.9% | -3.5% |
| 1Y | +7.2% | +58.5% | -51.3% | -15.1% |
| All | +7.2% | +58.4% | -51.2% | -15.1% |
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