+8,153.7%
STLD vs STZ
+4,560.0%
+3,593.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +3.1% | -1.9% | +5.1% | +3.9% |
| 30D | -9.0% | -1.9% | -7.1% | -8.6% |
| 3M | -12.4% | -6.2% | -6.1% | -10.8% |
| 6M | +25.5% | -14.0% | +39.5% | +31.1% |
| YTD | +43.6% | -5.1% | +48.7% | +43.9% |
| 1Y | +87.2% | -9.6% | +96.8% | +90.4% |
| 3Y | +135.2% | -47.2% | +182.5% | +187.2% |
| 5Y | +290.9% | -33.6% | +324.5% | +332.2% |
| 10Y | +1,113.5% | -9.8% | +1,123.2% | +1,041.4% |
| All | +8,153.7% | +4,560.0% | +3,593.7% | +1,921.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling