+58.5%
STLD vs Z
-59.6%
+118.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -0.5% | -13.1% | +12.6% | -0.6% |
| 30D | -0.1% | +5.9% | -5.9% | +0.3% |
| 3M | -9.2% | -13.7% | +4.5% | -8.9% |
| 6M | +1.8% | -27.1% | +28.9% | +3.1% |
| YTD | +42.1% | -56.8% | +98.9% | +46.9% |
| 1Y | +58.5% | -60.2% | +118.7% | +67.7% |
| All | +58.5% | -59.6% | +118.1% | +67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling