+125.5%
STLD vs Z
-20.5%
+145.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.5% | +9.3% | +4.2% |
| 7D | -4.7% | -6.5% | +1.8% | -4.1% |
| 30D | -0.9% | -0.1% | -0.8% | -1.1% |
| 3M | -11.9% | -14.1% | +2.3% | -11.0% |
| 6M | +0.9% | -30.1% | +31.0% | +4.2% |
| YTD | +40.4% | -57.5% | +97.9% | +53.5% |
| 1Y | +56.6% | -60.3% | +116.9% | +72.7% |
| 3Y | +125.5% | -21.0% | +146.5% | +131.4% |
| All | +125.5% | -20.5% | +145.9% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling