+1,355.9%
STLD vs Z
+4.2%
+1,351.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +6.9% | -4.9% | +11.8% | +7.7% |
| 30D | -1.5% | +3.0% | -4.4% | -2.5% |
| 3M | -9.7% | -13.4% | +3.7% | -8.4% |
| 6M | +2.3% | -27.3% | +29.7% | +6.4% |
| YTD | +41.0% | -57.8% | +98.8% | +59.5% |
| 1Y | +51.8% | -60.0% | +111.8% | +73.3% |
| 3Y | +126.4% | -21.5% | +147.9% | +121.3% |
| 5Y | +285.7% | -55.0% | +340.7% | +299.1% |
| 10Y | +792.7% | -18.8% | +811.5% | +598.4% |
| All | +1,355.9% | +4.2% | +1,351.7% | +954.7% |
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