+143.4%
STLD vs NTR
+42.0%
+101.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +2.7% | +3.8% | -1.2% | +1.7% |
| 30D | -8.4% | +25.2% | -33.7% | -13.9% |
| 3M | -9.9% | +21.0% | -30.9% | -14.6% |
| 6M | +33.0% | +7.6% | +25.4% | +29.0% |
| YTD | +42.6% | +32.9% | +9.7% | +28.5% |
| 1Y | +80.8% | +43.1% | +37.7% | +58.2% |
| 3Y | +143.4% | +41.6% | +101.8% | +108.9% |
| All | +143.4% | +42.0% | +101.4% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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