+1,122.7%
STLD vs ZBRA
+407.5%
+715.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.9% |
| 7D | -2.8% | -1.8% | -1.0% | -2.2% |
| 30D | -10.4% | -8.8% | -1.6% | -7.4% |
| 3M | -10.6% | +47.2% | -57.8% | -24.1% |
| 6M | +32.7% | +61.3% | -28.6% | +7.9% |
| YTD | +42.8% | +42.0% | +0.8% | +20.7% |
| 1Y | +86.9% | +10.5% | +76.5% | +73.0% |
| 3Y | +143.8% | +34.5% | +109.3% | +100.7% |
| 5Y | +293.5% | -40.3% | +333.8% | +330.7% |
| 10Y | +1,122.7% | +421.5% | +701.2% | +476.3% |
| All | +1,122.7% | +407.5% | +715.2% | +476.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling