+150.1%
STLD vs ZBRA
+33.8%
+116.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.8% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -10.4% | -8.8% | -1.6% | -8.0% |
| 3M | -10.6% | +47.2% | -57.8% | -21.6% |
| 6M | +32.7% | +61.3% | -28.6% | +12.1% |
| YTD | +42.8% | +42.0% | +0.8% | +24.7% |
| 1Y | +86.9% | +10.5% | +76.5% | +77.6% |
| All | +150.1% | +33.8% | +116.4% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling