+293.5%
STLD vs NVMI
+274.3%
+19.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | -2.8% | +6.9% | -9.7% | -4.4% |
| 30D | -10.4% | -2.8% | -7.5% | -10.0% |
| 3M | -10.6% | -27.3% | +16.7% | -5.0% |
| 6M | +32.7% | -13.7% | +46.4% | +33.7% |
| YTD | +42.8% | +13.8% | +29.0% | +33.0% |
| 1Y | +86.9% | +34.9% | +52.1% | +65.3% |
| 3Y | +143.8% | +213.5% | -69.7% | +58.1% |
| 5Y | +293.5% | +272.5% | +21.0% | +131.1% |
| All | +293.5% | +274.3% | +19.2% | +131.1% |
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