+294.4%
STLD vs NTR
+48.6%
+245.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -10.4% | +21.7% | -32.1% | -16.7% |
| 3M | -10.6% | +22.8% | -33.3% | -17.3% |
| 6M | +32.7% | +8.2% | +24.5% | +27.0% |
| YTD | +42.8% | +32.9% | +9.9% | +25.6% |
| 1Y | +86.9% | +45.3% | +41.6% | +57.7% |
| 3Y | +143.8% | +41.7% | +102.1% | +103.4% |
| All | +294.4% | +48.6% | +245.8% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling