+8,153.7%
STLD vs ZBRA
+3,116.4%
+5,037.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +3.1% | +1.8% | +1.4% | +2.5% |
| 30D | -9.0% | -1.7% | -7.3% | -8.4% |
| 3M | -12.4% | +47.8% | -60.1% | -25.3% |
| 6M | +25.5% | +56.7% | -31.2% | +4.0% |
| YTD | +43.6% | +49.4% | -5.8% | +20.0% |
| 1Y | +87.2% | +16.5% | +70.6% | +69.9% |
| 3Y | +135.2% | +31.5% | +103.8% | +97.7% |
| 5Y | +290.9% | -38.6% | +329.5% | +313.6% |
| 10Y | +1,113.5% | +421.0% | +692.5% | +464.5% |
| All | +8,153.7% | +3,116.4% | +5,037.3% | +2,063.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling