+292.6%
STLD vs Z
-64.8%
+357.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +3.1% | -3.0% | +6.1% | +3.6% |
| 30D | -9.0% | -4.2% | -4.8% | -8.6% |
| 3M | -12.4% | -3.7% | -8.7% | -12.3% |
| 6M | +25.5% | -24.5% | +50.0% | +30.0% |
| YTD | +43.6% | -49.3% | +92.9% | +57.6% |
| 1Y | +87.2% | -58.7% | +145.9% | +112.0% |
| 3Y | +135.2% | -34.1% | +169.4% | +140.8% |
| All | +292.6% | -64.8% | +357.4% | +286.1% |
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