-49.1%
ZTS vs STLD
+105.6%
-154.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -0.4% | -11.1% | +10.7% | +1.4% |
| 30D | +11.7% | -4.8% | +16.5% | +12.4% |
| 3M | +3.5% | -14.6% | +18.0% | +5.6% |
| 6M | -27.6% | -7.4% | -20.2% | -27.3% |
| YTD | -35.5% | +32.6% | -68.0% | -39.1% |
| 1Y | -32.1% | +47.3% | -79.4% | -37.0% |
| 3Y | -49.1% | +107.5% | -156.6% | -55.5% |
| All | -49.1% | +105.6% | -154.7% | -55.5% |
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