+37.5%
NVTS vs STLD
+135.5%
-98.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.4% |
| 7D | +2.7% | +3.1% | -0.5% | +0.2% |
| 30D | -4.5% | -9.0% | +4.5% | +1.5% |
| 3M | -61.5% | -12.4% | -49.2% | -58.3% |
| 6M | +28.0% | +25.5% | +2.5% | +9.0% |
| YTD | +65.3% | +43.6% | +21.6% | +30.0% |
| 1Y | +113.0% | +87.2% | +25.8% | +42.3% |
| All | +37.5% | +135.5% | -98.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling