+8,153.7%
STLD vs NVS
+1,275.2%
+6,878.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.6% |
| 7D | +3.1% | +4.0% | -0.9% | +0.8% |
| 30D | -9.0% | +3.6% | -12.6% | -11.0% |
| 3M | -12.4% | +7.8% | -20.2% | -16.4% |
| 6M | +25.5% | -0.2% | +25.7% | +24.7% |
| YTD | +43.6% | +19.6% | +24.0% | +28.9% |
| 1Y | +87.2% | +28.4% | +58.8% | +60.8% |
| 3Y | +135.2% | +76.2% | +59.0% | +64.3% |
| 5Y | +290.9% | +111.1% | +179.8% | +141.9% |
| 10Y | +1,113.5% | +224.3% | +889.2% | +479.0% |
| All | +8,153.7% | +1,275.2% | +6,878.5% | +2,467.8% |
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