+60.1%
STLD vs ZYBT
-42.3%
+102.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -3.0% |
| 7D | -3.9% | -3.5% | -0.4% | -4.0% |
| 30D | -0.4% | +15.1% | -15.5% | -0.3% |
| 3M | -9.2% | +7.0% | -16.2% | -9.1% |
| 6M | +5.0% | +37.7% | -32.7% | +7.8% |
| YTD | +42.8% | +19.1% | +23.7% | +47.8% |
| 1Y | +60.1% | -38.3% | +98.4% | +74.8% |
| All | +60.1% | -42.3% | +102.4% | +74.8% |
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