+12,954.4%
STLD vs NVMI
+1,720.2%
+11,234.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.3% |
| 7D | +6.9% | +16.9% | -10.0% | +4.5% |
| 30D | -1.5% | -4.3% | +2.8% | -1.0% |
| 3M | -9.7% | -19.3% | +9.6% | -7.4% |
| 6M | +2.3% | -33.6% | +35.9% | +6.6% |
| YTD | +41.0% | -0.2% | +41.2% | +38.6% |
| 1Y | +51.8% | +5.1% | +46.8% | +47.9% |
| 3Y | +126.4% | +193.2% | -66.8% | +88.5% |
| 5Y | +285.7% | +148.6% | +137.1% | +223.8% |
| 10Y | +792.7% | +2,542.3% | -1,749.5% | +469.2% |
| All | +12,954.4% | +1,720.2% | +11,234.2% | +5,838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling