+430.9%
NVT vs STLD
+291.8%
+139.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +10.4% | +2.7% | +7.7% | +9.0% |
| 30D | -1.3% | -8.4% | +7.1% | +2.1% |
| 3M | -0.6% | -9.9% | +9.2% | +2.9% |
| 6M | +53.8% | +33.0% | +20.7% | +35.3% |
| YTD | +60.2% | +42.6% | +17.6% | +36.4% |
| 1Y | +76.8% | +80.8% | -4.0% | +35.9% |
| 3Y | +191.2% | +143.4% | +47.8% | +97.3% |
| 5Y | +430.9% | +293.4% | +137.5% | +202.8% |
| All | +430.9% | +291.8% | +139.1% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling