+717.0%
NVT vs STLD
+519.4%
+197.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.4% |
| 7D | +5.1% | +3.1% | +1.9% | +3.2% |
| 30D | -3.7% | -9.0% | +5.3% | +0.7% |
| 3M | -10.1% | -12.4% | +2.2% | -4.8% |
| 6M | +37.5% | +25.5% | +12.0% | +20.5% |
| YTD | +53.7% | +43.6% | +10.1% | +24.8% |
| 1Y | +70.9% | +87.2% | -16.3% | +19.8% |
| 3Y | +180.4% | +135.2% | +45.2% | +69.1% |
| 5Y | +393.5% | +290.9% | +102.6% | +104.5% |
| All | +717.0% | +519.4% | +197.6% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling