-10.8%
NVTS vs STLD
+59.7%
-70.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.0% | +12.0% | +11.8% |
| 7D | -0.3% | -3.9% | +3.6% | +3.0% |
| 30D | -24.4% | -0.4% | -24.0% | -24.3% |
| 3M | -26.5% | -9.2% | -17.3% | -20.0% |
| 6M | -41.4% | +5.0% | -46.4% | -47.8% |
| YTD | +30.7% | +42.8% | -12.1% | -11.1% |
| 1Y | -10.8% | +60.1% | -70.9% | -48.5% |
| All | -10.8% | +59.7% | -70.5% | -48.5% |
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