+740.9%
STLD vs Z
-16.5%
+757.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | -5.6% | +5.2% | -10.7% | -6.9% |
| 3M | -11.7% | -17.0% | +5.3% | -9.8% |
| 6M | -2.8% | -22.7% | +19.9% | 0.0% |
| YTD | +36.4% | -56.3% | +92.8% | +53.7% |
| 1Y | +50.0% | -57.7% | +107.7% | +69.7% |
| 3Y | +122.3% | -16.5% | +138.9% | +114.6% |
| 5Y | +273.2% | -53.4% | +326.6% | +283.8% |
| All | +740.9% | -16.5% | +757.3% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling