+80.8%
STLD vs ZBRA
+10.3%
+70.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.6% | -3.8% | +0.1% | -3.1% |
| 30D | -10.1% | -10.2% | +0.1% | -8.6% |
| 3M | -11.4% | +58.7% | -70.1% | -18.9% |
| 6M | +30.8% | +61.9% | -31.1% | +18.7% |
| YTD | +40.7% | +41.7% | -1.0% | +29.9% |
| 1Y | +80.8% | +12.4% | +68.4% | +73.8% |
| All | +80.8% | +10.3% | +70.5% | +73.8% |
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