-7.8%
NVTS vs STLD
+309.9%
-317.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.4% |
| 7D | +2.7% | +3.1% | -0.5% | +0.3% |
| 30D | -4.5% | -9.0% | +4.5% | +1.3% |
| 3M | -61.5% | -12.4% | -49.2% | -58.6% |
| 6M | +28.0% | +25.5% | +2.5% | +10.0% |
| YTD | +65.3% | +43.6% | +21.6% | +30.2% |
| 1Y | +113.0% | +87.2% | +25.8% | +40.6% |
| 3Y | +34.7% | +135.2% | -100.5% | -25.3% |
| All | -7.8% | +309.9% | -317.7% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling