+139.1%
STLD vs Z
-33.7%
+172.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | +3.1% | -3.0% | +6.1% | +3.5% |
| 30D | -9.0% | -4.2% | -4.8% | -8.7% |
| 3M | -12.4% | -3.7% | -8.7% | -12.2% |
| 6M | +25.5% | -24.5% | +50.0% | +29.2% |
| YTD | +43.6% | -49.3% | +92.9% | +55.3% |
| 1Y | +87.2% | -58.7% | +145.9% | +108.2% |
| All | +139.1% | -33.7% | +172.8% | +161.3% |
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