+135.8%
NVT vs STLD
+115.4%
+20.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +6.7% |
| 7D | -7.5% | -9.7% | +2.2% | -2.1% |
| 30D | -31.5% | -4.5% | -27.0% | -29.3% |
| 3M | -30.4% | -13.1% | -17.3% | -25.1% |
| 6M | -32.5% | -2.8% | -29.7% | -31.9% |
| YTD | +12.9% | +35.3% | -22.4% | -4.3% |
| 1Y | +3.7% | +51.4% | -47.7% | -17.2% |
| 3Y | +135.8% | +117.9% | +17.8% | +54.3% |
| All | +135.8% | +115.4% | +20.4% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling