-59.3%
ZTS vs STLD
+288.2%
-347.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.0% | +6.9% | -5.8% | -0.2% |
| 30D | +12.4% | -1.5% | +13.9% | +12.6% |
| 3M | +13.6% | -9.7% | +23.3% | +15.4% |
| 6M | +9.3% | +2.3% | +7.0% | +7.7% |
| YTD | -32.6% | +41.0% | -73.6% | -37.8% |
| 1Y | -30.0% | +51.8% | -81.9% | -36.4% |
| 3Y | -48.7% | +126.4% | -175.2% | -58.1% |
| 5Y | -59.3% | +285.7% | -345.0% | -70.5% |
| All | -59.3% | +288.2% | -347.5% | -70.5% |
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 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