+782.2%
STLD vs Z
-11.7%
+793.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +1.5% |
| 7D | -9.7% | -5.2% | -4.5% | -9.0% |
| 30D | -4.5% | +5.7% | -10.3% | -5.9% |
| 3M | -13.1% | -8.7% | -4.3% | -12.6% |
| 6M | -2.8% | -26.0% | +23.2% | +0.9% |
| YTD | +35.3% | -55.0% | +90.4% | +51.8% |
| 1Y | +51.4% | -58.0% | +109.4% | +71.7% |
| 3Y | +117.9% | -15.2% | +133.1% | +110.1% |
| 5Y | +272.6% | -53.8% | +326.4% | +284.3% |
| 10Y | +782.2% | -14.5% | +796.7% | +573.0% |
| All | +782.2% | -11.7% | +793.8% | +573.0% |
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