+200.5%
NXPI vs STLD
+779.4%
-578.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.3% |
| 7D | -0.3% | -9.7% | +9.3% | +4.5% |
| 30D | +12.7% | -4.5% | +17.2% | +15.1% |
| 3M | +7.5% | -13.1% | +20.5% | +13.9% |
| 6M | -12.3% | -2.8% | -9.6% | -12.3% |
| YTD | +19.7% | +35.3% | -15.7% | +1.6% |
| 1Y | +27.6% | +51.4% | -23.8% | +2.6% |
| 3Y | +50.0% | +117.9% | -68.0% | -0.3% |
| 5Y | +27.2% | +272.6% | -245.4% | -37.4% |
| 10Y | +200.5% | +782.2% | -581.7% | -8.4% |
| All | +200.5% | +779.4% | -578.9% | -8.4% |
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