+1,747.1%
NXPI vs STLD
+2,249.2%
-502.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +1.9% | +3.1% | -1.2% | +0.3% |
| 30D | -1.4% | -9.0% | +7.6% | +2.8% |
| 3M | -29.1% | -12.4% | -16.7% | -25.1% |
| 6M | +6.2% | +25.5% | -19.3% | -6.7% |
| YTD | +5.9% | +43.6% | -37.7% | -13.8% |
| 1Y | +2.9% | +87.2% | -84.3% | -27.1% |
| 3Y | +14.5% | +135.2% | -120.7% | -29.4% |
| 5Y | +17.1% | +290.9% | -273.8% | -48.0% |
| 10Y | +193.4% | +1,113.5% | -920.1% | -41.0% |
| All | +1,747.1% | +2,249.2% | -502.1% | +117.7% |
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