+277.1%
STLD vs NVMI
+140.3%
+136.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.3% | -2.5% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | -5.6% | -4.1% | -1.5% | -4.9% |
| 3M | -11.7% | -22.8% | +11.0% | -6.9% |
| 6M | -2.8% | -36.9% | +34.1% | +5.6% |
| YTD | +36.4% | -3.2% | +39.7% | +31.2% |
| 1Y | +50.0% | +7.1% | +42.9% | +39.9% |
| 3Y | +122.3% | +181.5% | -59.2% | +45.5% |
| All | +277.1% | +140.3% | +136.8% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling