+143.4%
STLD vs NVMI
+212.4%
-69.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | +2.7% | +11.7% | -9.0% | +0.3% |
| 30D | -8.4% | -4.0% | -4.4% | -7.8% |
| 3M | -9.9% | -25.8% | +15.9% | -5.3% |
| 6M | +33.0% | -8.3% | +41.4% | +32.0% |
| YTD | +42.6% | +14.8% | +27.7% | +33.6% |
| 1Y | +80.8% | +37.9% | +42.9% | +61.1% |
| 3Y | +143.4% | +216.3% | -72.8% | +66.6% |
| All | +143.4% | +212.4% | -69.0% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling