+1,122.7%
STLD vs NVS
+177.6%
+945.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.8% | -15.4% | +12.6% | +4.2% |
| 30D | -10.4% | -12.3% | +1.9% | -5.8% |
| 3M | -10.6% | -7.8% | -2.8% | -8.4% |
| 6M | +32.7% | -13.0% | +45.7% | +39.6% |
| YTD | +42.8% | +2.8% | +40.1% | +38.3% |
| 1Y | +86.9% | +10.6% | +76.3% | +74.0% |
| 3Y | +143.8% | +55.1% | +88.7% | +84.5% |
| 5Y | +293.5% | +91.7% | +201.8% | +154.3% |
| 10Y | +1,122.7% | +181.2% | +941.5% | +614.0% |
| All | +1,122.7% | +177.6% | +945.1% | +614.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling