+258.8%
STLD vs Z
-55.4%
+314.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -11.1% | -4.6% | -6.6% | -10.6% |
| 30D | -4.8% | +8.3% | -13.1% | -6.3% |
| 3M | -14.6% | -11.6% | -2.9% | -13.7% |
| 6M | -7.4% | -33.6% | +26.2% | -2.3% |
| YTD | +32.6% | -56.7% | +89.3% | +49.2% |
| 1Y | +47.3% | -59.1% | +106.5% | +67.3% |
| 3Y | +107.5% | -20.4% | +127.9% | +101.2% |
| All | +258.8% | -55.4% | +314.2% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling