+8,068.5%
STLD vs ZBRA
+2,803.4%
+5,265.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -0.5% | -1.5% | +1.0% | +0.1% |
| 30D | -0.1% | -15.6% | +15.6% | +5.9% |
| 3M | -9.2% | -14.5% | +5.4% | -4.2% |
| 6M | +1.8% | +50.9% | -49.2% | -14.8% |
| YTD | +42.1% | +34.8% | +7.3% | +22.7% |
| 1Y | +58.5% | +28.3% | +30.2% | +39.2% |
| 3Y | +128.2% | +58.8% | +69.4% | +79.1% |
| 5Y | +288.2% | -44.0% | +332.3% | +324.4% |
| 10Y | +799.8% | +389.6% | +410.2% | +326.4% |
| All | +8,068.5% | +2,803.4% | +5,265.1% | +2,113.0% |
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