+1,111.5%
STLD vs NTRS
+259.9%
+851.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.9% |
| 30D | -8.9% | -0.7% | -8.2% | -8.4% |
| 3M | -14.0% | +11.3% | -25.4% | -20.0% |
| 6M | +30.8% | +35.5% | -4.7% | +6.6% |
| YTD | +42.3% | +40.6% | +1.7% | +12.3% |
| 1Y | +81.1% | +49.2% | +31.9% | +37.1% |
| 3Y | +149.2% | +167.2% | -18.0% | +22.6% |
| 5Y | +292.9% | +94.9% | +198.0% | +131.6% |
| All | +1,111.5% | +259.9% | +851.6% | +342.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling