+107.5%
STLD vs Z
-21.1%
+128.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -11.1% | -4.6% | -6.6% | -10.7% |
| 30D | -4.8% | +8.3% | -13.1% | -5.7% |
| 3M | -14.6% | -11.6% | -2.9% | -13.9% |
| 6M | -7.4% | -33.6% | +26.2% | -3.7% |
| YTD | +32.6% | -56.7% | +89.3% | +44.7% |
| 1Y | +47.3% | -59.1% | +106.5% | +62.0% |
| 3Y | +107.5% | -20.4% | +127.9% | +112.0% |
| All | +107.5% | -21.1% | +128.6% | +112.0% |
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 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