+13,195.1%
STLD vs NVMI
+1,967.2%
+11,227.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.4% |
| 7D | +3.1% | +6.6% | -3.5% | +2.2% |
| 30D | -9.0% | -7.5% | -1.5% | -8.1% |
| 3M | -12.4% | -28.5% | +16.1% | -9.1% |
| 6M | +25.5% | -15.7% | +41.2% | +26.9% |
| YTD | +43.6% | +13.3% | +30.3% | +39.1% |
| 1Y | +87.2% | +48.3% | +38.9% | +74.4% |
| 3Y | +135.2% | +191.2% | -56.0% | +96.3% |
| 5Y | +290.9% | +268.7% | +22.2% | +213.0% |
| 10Y | +1,113.5% | +3,034.8% | -1,921.3% | +659.5% |
| All | +13,195.1% | +1,967.2% | +11,227.9% | +5,863.8% |
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