+529.0%
STLD vs NTR
+81.1%
+447.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +6.9% | -1.4% | +8.2% | +7.6% |
| 30D | -1.5% | +2.2% | -3.7% | -2.9% |
| 3M | -9.7% | +6.8% | -16.5% | -13.5% |
| 6M | +2.3% | +0.6% | +1.7% | +0.8% |
| YTD | +41.0% | +18.2% | +22.8% | +23.5% |
| 1Y | +51.8% | +21.3% | +30.5% | +30.5% |
| 3Y | +126.4% | +46.6% | +79.8% | +66.2% |
| 5Y | +285.7% | +21.3% | +264.4% | +179.3% |
| All | +529.0% | +81.1% | +447.9% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling