+277.1%
STLD vs STZ
-29.4%
+306.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | +2.9% | +2.6% | +0.4% | +2.4% |
| 30D | -5.6% | +15.2% | -20.7% | -8.6% |
| 3M | -11.7% | +7.6% | -19.4% | -13.4% |
| 6M | -2.8% | +5.3% | -8.0% | -4.4% |
| YTD | +36.4% | +8.6% | +27.8% | +31.8% |
| 1Y | +50.0% | +15.6% | +34.4% | +42.1% |
| 3Y | +122.3% | -35.2% | +157.5% | +144.5% |
| All | +277.1% | -29.4% | +306.4% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling