+212.0%
NXT vs STLD
+93.9%
+118.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.8% | +2.7% |
| 7D | -9.4% | +2.9% | -12.3% | -10.5% |
| 30D | +15.1% | -5.6% | +20.7% | +17.3% |
| 3M | -9.1% | -11.7% | +2.6% | -5.3% |
| 6M | -30.3% | -2.8% | -27.5% | -30.4% |
| YTD | +9.1% | +36.4% | -27.4% | -4.6% |
| 1Y | +7.9% | +50.0% | -42.1% | -8.9% |
| 3Y | +176.5% | +122.3% | +54.2% | +95.2% |
| All | +212.0% | +93.9% | +118.1% | +127.1% |
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