+47.8%
NXPI vs STLD
+124.8%
-77.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +0.2% |
| 7D | -0.5% | -4.7% | +4.2% | +1.8% |
| 30D | +15.0% | -0.9% | +15.9% | +15.4% |
| 3M | +12.6% | -11.9% | +24.4% | +18.9% |
| 6M | -10.6% | +0.9% | -11.5% | -12.4% |
| YTD | +22.1% | +40.4% | -18.3% | -0.4% |
| 1Y | +29.8% | +56.6% | -26.8% | -0.5% |
| 3Y | +47.8% | +125.5% | -77.7% | -7.2% |
| All | +47.8% | +124.8% | -77.0% | -7.2% |
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 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