+189.6%
ZTS vs STLD
+1,852.1%
-1,662.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -0.4% | -11.1% | +10.7% | +1.8% |
| 30D | +11.7% | -4.8% | +16.5% | +12.6% |
| 3M | +3.5% | -14.6% | +18.0% | +6.2% |
| 6M | -27.6% | -7.4% | -20.2% | -27.1% |
| YTD | -35.5% | +32.6% | -68.0% | -39.5% |
| 1Y | -32.1% | +47.3% | -79.4% | -37.6% |
| 3Y | -49.1% | +107.5% | -156.6% | -57.1% |
| 5Y | -61.0% | +268.8% | -329.9% | -71.2% |
| 10Y | +74.4% | +883.3% | -808.9% | -1.5% |
| All | +189.6% | +1,852.1% | -1,662.5% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling