+87.8%
ZTS vs STLD
+761.4%
-673.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.7% |
| 7D | +5.6% | +2.9% | +2.6% | +4.9% |
| 30D | +12.1% | -5.6% | +17.6% | +13.2% |
| 3M | +11.3% | -11.7% | +23.0% | +13.6% |
| 6M | +14.3% | -2.8% | +17.1% | +13.9% |
| YTD | -31.9% | +36.4% | -68.3% | -36.8% |
| 1Y | -29.3% | +50.0% | -79.3% | -35.6% |
| 3Y | -48.0% | +122.3% | -170.4% | -57.3% |
| 5Y | -58.9% | +273.2% | -332.1% | -70.3% |
| All | +87.8% | +761.4% | -673.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling