-2.5%
NVTS vs STLD
+45.5%
-48.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.1% | +9.1% |
| 7D | +1.5% | -11.1% | +12.7% | +13.8% |
| 30D | -23.8% | -4.8% | -19.0% | -19.7% |
| 3M | -30.6% | -14.6% | -16.0% | -19.4% |
| 6M | -48.4% | -7.4% | -41.0% | -47.0% |
| YTD | +20.6% | +32.6% | -12.0% | -10.8% |
| 1Y | -2.5% | +47.3% | -49.9% | -31.8% |
| All | -2.5% | +45.5% | -48.0% | -31.8% |
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 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