-49.0%
ZTS vs STLD
+124.8%
-173.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.4% |
| 7D | -0.6% | -4.7% | +4.0% | +0.1% |
| 30D | +11.0% | -0.9% | +11.9% | +11.0% |
| 3M | +10.9% | -11.9% | +22.8% | +12.8% |
| 6M | +0.9% | +0.9% | 0.0% | -0.2% |
| YTD | -33.0% | +40.4% | -73.4% | -37.4% |
| 1Y | -29.6% | +56.6% | -86.2% | -35.4% |
| 3Y | -49.0% | +125.5% | -174.5% | -56.4% |
| All | -49.0% | +124.8% | -173.8% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling