+198.6%
NXPI vs STLD
+1,087.1%
-888.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +1.9% | +3.1% | -1.2% | +0.4% |
| 30D | -1.4% | -9.0% | +7.6% | +2.4% |
| 3M | -29.1% | -12.4% | -16.7% | -25.5% |
| 6M | +6.2% | +25.5% | -19.3% | -5.5% |
| YTD | +5.9% | +43.6% | -37.7% | -12.0% |
| 1Y | +2.9% | +87.2% | -84.3% | -24.7% |
| 3Y | +14.5% | +135.2% | -120.7% | -25.8% |
| 5Y | +17.1% | +290.9% | -273.8% | -42.7% |
| All | +198.6% | +1,087.1% | -888.5% | -7.4% |
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