+25.5%
STLD vs NVMI
-13.9%
+39.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.5% |
| 7D | +3.1% | +6.6% | -3.5% | +2.0% |
| 30D | -9.0% | -7.5% | -1.5% | -7.9% |
| 3M | -12.4% | -28.5% | +16.1% | -8.4% |
| 6M | +25.5% | -15.7% | +41.2% | +21.2% |
| All | +25.5% | -13.9% | +39.4% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling