+122.3%
STLD vs ZBRA
+58.5%
+63.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -3.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -5.6% | -14.0% | +8.5% | -1.6% |
| 3M | -11.7% | -14.7% | +2.9% | -7.9% |
| 6M | -2.8% | +31.3% | -34.1% | -12.3% |
| YTD | +36.4% | +33.4% | +3.0% | +20.6% |
| 1Y | +50.0% | +34.1% | +15.9% | +32.2% |
| 3Y | +122.3% | +59.9% | +62.4% | +71.4% |
| All | +122.3% | +58.5% | +63.8% | +71.4% |
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