-61.4%
ZTS vs STLD
+292.4%
-353.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -2.0% | +3.1% | -5.1% | -2.6% |
| 30D | +1.9% | -9.0% | +10.9% | +3.5% |
| 3M | -4.0% | -12.4% | +8.4% | -2.0% |
| 6M | -39.1% | +25.5% | -64.6% | -42.2% |
| YTD | -38.8% | +43.6% | -82.4% | -43.6% |
| 1Y | -49.6% | +87.2% | -136.8% | -55.9% |
| 3Y | -59.0% | +135.2% | -194.2% | -66.6% |
| All | -61.4% | +292.4% | -353.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling