-55.6%
NVTS vs STLD
+274.1%
-329.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.1% | -4.1% |
| 7D | +3.9% | +2.9% | +1.0% | +2.0% |
| 30D | -4.3% | -5.6% | +1.2% | +0.4% |
| 3M | -34.5% | -11.7% | -22.8% | -28.5% |
| 6M | -57.7% | -2.8% | -54.9% | -57.4% |
| YTD | +25.4% | +36.4% | -11.1% | +2.2% |
| 1Y | +13.1% | +50.0% | -36.9% | -13.5% |
| 3Y | +48.9% | +122.3% | -73.4% | -15.4% |
| All | -55.6% | +274.1% | -329.7% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling