+87.2%
STLD vs ZYBT
-83.2%
+170.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +3.1% | -6.9% | +10.1% | +3.1% |
| 30D | -9.0% | -31.8% | +22.8% | -9.1% |
| 3M | -12.4% | +94.0% | -106.3% | -10.4% |
| 6M | +25.5% | +99.0% | -73.5% | +28.5% |
| YTD | +43.6% | +40.0% | +3.6% | +47.0% |
| 1Y | +87.2% | -79.5% | +166.7% | +89.8% |
| All | +87.2% | -83.2% | +170.4% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling