+258.8%
STLD vs STZ
-29.7%
+288.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.8% |
| 7D | -11.1% | +4.9% | -16.0% | -12.1% |
| 30D | -4.8% | +20.9% | -25.7% | -8.9% |
| 3M | -14.6% | +8.0% | -22.5% | -16.4% |
| 6M | -7.4% | -5.3% | -2.1% | -6.5% |
| YTD | +32.6% | +5.9% | +26.6% | +28.8% |
| 1Y | +47.3% | +14.2% | +33.1% | +39.7% |
| 3Y | +107.5% | -37.0% | +144.5% | +129.7% |
| All | +258.8% | -29.7% | +288.5% | +253.3% |
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 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