+293.4%
STLD vs ZBRA
-39.4%
+332.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | -8.4% | -6.4% | -2.1% | -6.6% |
| 3M | -9.9% | +51.3% | -61.1% | -22.1% |
| 6M | +33.0% | +60.5% | -27.5% | +12.0% |
| YTD | +42.6% | +45.2% | -2.6% | +23.1% |
| 1Y | +80.8% | +12.3% | +68.4% | +69.3% |
| 3Y | +143.4% | +37.5% | +105.9% | +106.4% |
| 5Y | +293.4% | -39.2% | +332.6% | +321.9% |
| All | +293.4% | -39.4% | +332.8% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling