+56.6%
STLD vs NVS
+30.6%
+26.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.8% |
| 7D | -4.7% | +2.5% | -7.2% | -5.1% |
| 30D | -0.9% | +13.6% | -14.5% | -3.8% |
| 3M | -11.9% | +4.1% | -16.0% | -12.8% |
| 6M | +0.9% | +11.8% | -10.9% | -3.5% |
| YTD | +40.4% | +22.0% | +18.4% | +29.3% |
| All | +56.6% | +30.6% | +26.0% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling