-6.3%
NVTS vs STLD
+307.0%
-313.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +9.7% | +2.7% | +7.0% | +7.5% |
| 30D | -13.6% | -8.4% | -5.2% | -8.9% |
| 3M | -51.0% | -9.9% | -41.1% | -48.5% |
| 6M | +46.3% | +33.0% | +13.3% | +21.0% |
| YTD | +68.1% | +42.6% | +25.5% | +33.1% |
| 1Y | +113.9% | +80.8% | +33.2% | +44.5% |
| 3Y | +45.3% | +143.4% | -98.1% | -21.2% |
| All | -6.3% | +307.0% | -313.2% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling