+799.8%
STLD vs STZ
+12.8%
+787.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -0.5% | -0.9% | +0.5% | -0.1% |
| 30D | -0.1% | +14.9% | -15.0% | -5.5% |
| 3M | -9.2% | +8.4% | -17.6% | -12.6% |
| 6M | +1.8% | +2.8% | -1.1% | -0.7% |
| YTD | +42.1% | +7.5% | +34.6% | +34.8% |
| 1Y | +58.5% | +12.5% | +46.0% | +47.1% |
| 3Y | +128.2% | -35.4% | +163.6% | +159.2% |
| 5Y | +288.2% | -29.3% | +317.5% | +316.9% |
| 10Y | +799.8% | +11.8% | +788.0% | +737.7% |
| All | +799.8% | +12.8% | +787.0% | +737.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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