+139.1%
STLD vs STZ
-47.3%
+186.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +3.1% | -1.9% | +5.1% | +3.4% |
| 30D | -9.0% | -1.9% | -7.1% | -8.9% |
| 3M | -12.4% | -6.2% | -6.1% | -11.8% |
| 6M | +25.5% | -14.0% | +39.5% | +27.6% |
| YTD | +43.6% | -5.1% | +48.7% | +43.5% |
| 1Y | +87.2% | -9.6% | +96.8% | +88.3% |
| All | +139.1% | -47.3% | +186.3% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling