+292.6%
STLD vs STZ
-33.3%
+325.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +3.1% | -1.9% | +5.1% | +3.6% |
| 30D | -9.0% | -1.9% | -7.1% | -8.8% |
| 3M | -12.4% | -6.2% | -6.1% | -11.3% |
| 6M | +25.5% | -14.0% | +39.5% | +29.3% |
| YTD | +43.6% | -5.1% | +48.7% | +43.3% |
| 1Y | +87.2% | -9.6% | +96.8% | +89.1% |
| 3Y | +135.2% | -47.2% | +182.5% | +177.4% |
| All | +292.6% | -33.3% | +325.9% | +295.6% |
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