+177.4%
NXT vs STLD
+104.1%
+73.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | -1.1% | +3.1% | -4.2% | -2.3% |
| 30D | -15.3% | -9.0% | -6.4% | -12.5% |
| 3M | -43.8% | -12.4% | -31.4% | -41.2% |
| 6M | -18.7% | +25.5% | -44.2% | -26.1% |
| YTD | -3.0% | +43.6% | -46.6% | -16.5% |
| 1Y | +22.7% | +87.2% | -64.5% | -4.1% |
| 3Y | +95.9% | +135.2% | -39.3% | +35.8% |
| All | +177.4% | +104.1% | +73.3% | +98.8% |
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