+244.4%
NXT vs STLD
+88.4%
+156.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.2% |
| 7D | +32.2% | -11.1% | +43.4% | +38.1% |
| 30D | +21.9% | -4.8% | +26.7% | +24.1% |
| 3M | +6.6% | -14.6% | +21.1% | +12.5% |
| 6M | -16.8% | -7.4% | -9.4% | -15.2% |
| YTD | +20.4% | +32.6% | -12.1% | +6.6% |
| 1Y | -1.5% | +47.3% | -48.9% | -16.3% |
| 3Y | +182.4% | +107.5% | +74.8% | +104.8% |
| All | +244.4% | +88.4% | +156.0% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling