+58.5%
STLD vs ZBRA
+26.9%
+31.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -0.5% | -1.5% | +1.0% | -0.2% |
| 30D | -0.1% | -15.6% | +15.6% | +2.4% |
| 3M | -9.2% | -14.5% | +5.4% | -7.2% |
| 6M | +1.8% | +50.9% | -49.2% | -5.6% |
| YTD | +42.1% | +34.8% | +7.3% | +31.7% |
| 1Y | +58.5% | +28.3% | +30.2% | +49.5% |
| All | +58.5% | +26.9% | +31.6% | +49.5% |
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