+787.1%
STLD vs Z
-19.5%
+806.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.5% | +9.3% | +4.7% |
| 7D | -4.7% | -6.5% | +1.8% | -3.8% |
| 30D | -0.9% | -0.1% | -0.8% | -1.5% |
| 3M | -11.9% | -14.1% | +2.3% | -10.5% |
| 6M | +0.9% | -30.1% | +31.0% | +5.6% |
| YTD | +40.4% | -57.5% | +97.9% | +58.9% |
| 1Y | +56.6% | -60.3% | +116.9% | +79.2% |
| 3Y | +125.5% | -21.0% | +146.5% | +119.9% |
| 5Y | +292.8% | -54.9% | +347.7% | +306.3% |
| 10Y | +787.1% | -16.0% | +803.1% | +570.6% |
| All | +787.1% | -19.5% | +806.6% | +570.6% |
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