+1,111.5%
STLD vs NVMI
+3,158.6%
-2,047.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.7% |
| 7D | -0.9% | -0.1% | -0.9% | -0.9% |
| 30D | -8.9% | -8.4% | -0.5% | -6.7% |
| 3M | -14.0% | -33.6% | +19.5% | -5.0% |
| 6M | +30.8% | -14.7% | +45.5% | +32.5% |
| YTD | +42.3% | +13.2% | +29.0% | +30.9% |
| 1Y | +81.1% | +29.0% | +52.1% | +58.5% |
| 3Y | +149.2% | +215.0% | -65.8% | +49.7% |
| 5Y | +292.9% | +268.6% | +24.3% | +112.3% |
| All | +1,111.5% | +3,158.6% | -2,047.1% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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