+47.3%
STLD vs STZ
+13.3%
+34.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.4% |
| 7D | -11.1% | +4.9% | -16.0% | -11.1% |
| 30D | -4.8% | +20.9% | -25.7% | -5.1% |
| 3M | -14.6% | +8.0% | -22.5% | -14.5% |
| 6M | -7.4% | -5.3% | -2.1% | -5.8% |
| YTD | +32.6% | +5.9% | +26.6% | +30.6% |
| 1Y | +47.3% | +14.2% | +33.1% | +49.3% |
| All | +47.3% | +13.3% | +34.1% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling