-25.3%
NVTS vs STLD
+302.5%
-327.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.5% |
| 7D | +21.6% | +6.9% | +14.8% | +16.2% |
| 30D | -8.5% | -1.5% | -7.1% | -7.0% |
| 3M | -31.4% | -9.7% | -21.7% | -26.5% |
| 6M | -50.3% | +2.3% | -52.7% | -51.7% |
| YTD | +33.9% | +41.0% | -7.1% | +7.2% |
| 1Y | +10.6% | +51.8% | -41.2% | -15.5% |
| 3Y | +52.7% | +126.4% | -73.7% | -12.6% |
| 5Y | -48.5% | +285.7% | -334.2% | -79.2% |
| All | -25.3% | +302.5% | -327.8% | -69.7% |
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 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