+1,382.7%
STLD vs Z
+25.1%
+1,357.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +3.1% | -3.0% | +6.1% | +3.7% |
| 30D | -9.0% | -4.2% | -4.8% | -8.6% |
| 3M | -12.4% | -3.7% | -8.7% | -12.4% |
| 6M | +25.5% | -24.5% | +50.0% | +30.4% |
| YTD | +43.6% | -49.3% | +92.9% | +58.8% |
| 1Y | +87.2% | -58.7% | +145.9% | +114.0% |
| 3Y | +135.2% | -34.1% | +169.4% | +139.7% |
| 5Y | +290.9% | -64.5% | +355.4% | +321.2% |
| 10Y | +1,113.5% | -0.5% | +1,113.9% | +823.9% |
| All | +1,382.7% | +25.1% | +1,357.6% | +949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling