+505.3%
STLD vs NIO
-36.7%
+542.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.5% |
| 7D | +3.1% | -13.0% | +16.2% | +4.5% |
| 30D | -9.0% | -18.3% | +9.3% | -7.3% |
| 3M | -12.4% | -33.2% | +20.8% | -9.2% |
| 6M | +25.5% | -21.5% | +47.0% | +27.5% |
| YTD | +43.6% | -25.5% | +69.1% | +46.4% |
| 1Y | +87.2% | -38.0% | +125.2% | +93.2% |
| 3Y | +135.2% | -65.5% | +200.7% | +146.7% |
| 5Y | +290.9% | -90.6% | +381.5% | +335.8% |
| All | +505.3% | -36.7% | +542.0% | +440.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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