+8,094.0%
STLD vs NTRS
+1,763.1%
+6,330.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +2.7% | +1.7% | +1.0% | +1.7% |
| 30D | -8.4% | +0.1% | -8.6% | -8.4% |
| 3M | -9.9% | +9.8% | -19.7% | -14.5% |
| 6M | +33.0% | +34.7% | -1.6% | +12.6% |
| YTD | +42.6% | +37.4% | +5.2% | +18.7% |
| 1Y | +80.8% | +48.2% | +32.6% | +44.0% |
| 3Y | +143.4% | +163.5% | -20.1% | +37.6% |
| 5Y | +293.4% | +88.2% | +205.2% | +160.5% |
| 10Y | +1,080.4% | +246.8% | +833.6% | +462.1% |
| All | +8,094.0% | +1,763.1% | +6,330.9% | +2,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling