-29.3%
ZTS vs STLD
+46.8%
-76.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.5% |
| 7D | +5.6% | +2.9% | +2.6% | +5.0% |
| 30D | +12.1% | -5.6% | +17.6% | +12.9% |
| 3M | +11.3% | -11.7% | +23.0% | +13.0% |
| 6M | +14.3% | -2.8% | +17.1% | +12.0% |
| YTD | -31.9% | +36.4% | -68.3% | -39.0% |
| 1Y | -29.3% | +50.0% | -79.3% | -42.1% |
| All | -29.3% | +46.8% | -76.0% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling