+80.8%
STLD vs NVMI
+32.0%
+48.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -3.6% | +3.8% | -7.4% | -4.3% |
| 30D | -10.1% | -7.6% | -2.5% | -9.0% |
| 3M | -11.4% | -28.0% | +16.5% | -7.4% |
| 6M | +30.8% | -15.3% | +46.1% | +30.9% |
| YTD | +40.7% | +11.5% | +29.2% | +33.2% |
| 1Y | +80.8% | +31.6% | +49.2% | +65.7% |
| All | +80.8% | +32.0% | +48.7% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling