+87.2%
STLD vs ZBRA
+18.2%
+69.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +3.1% | +1.8% | +1.4% | +2.8% |
| 30D | -9.0% | -1.7% | -7.3% | -8.7% |
| 3M | -12.4% | +47.8% | -60.1% | -18.2% |
| 6M | +25.5% | +56.7% | -31.2% | +14.9% |
| YTD | +43.6% | +49.4% | -5.8% | +31.5% |
| 1Y | +87.2% | +16.5% | +70.6% | +79.5% |
| All | +87.2% | +18.2% | +69.0% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling