+288.5%
STLD vs NTRS
+88.8%
+199.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.2% |
| 7D | -3.6% | +0.3% | -4.0% | -3.8% |
| 30D | -10.1% | +0.2% | -10.2% | -10.1% |
| 3M | -11.4% | +13.2% | -24.7% | -17.1% |
| 6M | +30.8% | +36.9% | -6.1% | +10.6% |
| YTD | +40.7% | +39.1% | +1.6% | +17.4% |
| 1Y | +80.8% | +50.4% | +30.3% | +44.5% |
| 3Y | +140.2% | +166.8% | -26.6% | +39.1% |
| 5Y | +288.5% | +92.9% | +195.6% | +158.9% |
| All | +288.5% | +88.8% | +199.7% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling