+293.4%
STLD vs NVS
+88.8%
+204.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +2.9% |
| 7D | +2.7% | -14.6% | +17.3% | +6.6% |
| 30D | -8.4% | -11.9% | +3.5% | -5.8% |
| 3M | -9.9% | -6.0% | -3.9% | -9.1% |
| 6M | +33.0% | -11.4% | +44.4% | +36.4% |
| YTD | +42.6% | +2.9% | +39.7% | +40.2% |
| 1Y | +80.8% | +10.2% | +70.5% | +74.2% |
| 3Y | +143.4% | +55.3% | +88.1% | +107.0% |
| 5Y | +293.4% | +89.6% | +203.8% | +177.9% |
| All | +293.4% | +88.8% | +204.6% | +177.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling