+87.2%
STLD vs NTRS
+46.5%
+40.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -9.0% | +1.2% | -10.2% | -9.4% |
| 3M | -12.4% | +8.3% | -20.7% | -16.0% |
| 6M | +25.5% | +30.0% | -4.5% | +9.1% |
| YTD | +43.6% | +38.0% | +5.6% | +20.6% |
| 1Y | +87.2% | +47.4% | +39.8% | +52.1% |
| All | +87.2% | +46.5% | +40.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling