+7,970.4%
STLD vs NVS
+1,303.3%
+6,667.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.0% | +3.9% |
| 7D | -4.7% | +2.5% | -7.2% | -6.0% |
| 30D | -0.9% | +13.6% | -14.5% | -7.7% |
| 3M | -11.9% | +4.1% | -16.0% | -15.0% |
| 6M | +0.9% | +11.8% | -10.9% | -6.8% |
| YTD | +40.4% | +22.0% | +18.4% | +23.3% |
| 1Y | +56.6% | +32.3% | +24.3% | +31.3% |
| 3Y | +125.5% | +93.6% | +31.9% | +47.8% |
| 5Y | +292.8% | +136.7% | +156.1% | +125.2% |
| 10Y | +787.1% | +254.6% | +532.5% | +297.8% |
| All | +7,970.4% | +1,303.3% | +6,667.2% | +2,356.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling