+12,531.6%
STLD vs NVMI
+1,665.9%
+10,865.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.3% | -2.8% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | -5.6% | -4.1% | -1.5% | -5.1% |
| 3M | -11.7% | -22.8% | +11.0% | -9.0% |
| 6M | -2.8% | -36.9% | +34.1% | +2.0% |
| YTD | +36.4% | -3.2% | +39.7% | +34.6% |
| 1Y | +50.0% | +7.1% | +42.9% | +45.8% |
| 3Y | +122.3% | +181.5% | -59.2% | +86.1% |
| 5Y | +273.2% | +141.2% | +132.0% | +214.7% |
| 10Y | +763.8% | +2,463.4% | -1,699.6% | +453.1% |
| All | +12,531.6% | +1,665.9% | +10,865.7% | +5,670.1% |
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 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