+189.4%
NXT vs STLD
+124.8%
+64.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.8% | -8.6% | -6.2% |
| 7D | +4.0% | -4.7% | +8.6% | +5.6% |
| 30D | +15.9% | -0.9% | +16.9% | +16.1% |
| 3M | -3.0% | -11.9% | +8.9% | +1.2% |
| 6M | -20.7% | +0.9% | -21.6% | -21.9% |
| YTD | +14.6% | +40.4% | -25.8% | -1.0% |
| 1Y | -7.1% | +56.6% | -63.6% | -23.0% |
| 3Y | +189.4% | +125.5% | +63.9% | +85.0% |
| All | +189.4% | +124.8% | +64.7% | +85.0% |
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