+104.1%
STLD vs ZYBT
-58.9%
+163.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.1% |
| 7D | -0.9% | -3.7% | +2.8% | -0.9% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -14.0% | +72.2% | -86.3% | -12.5% |
| 6M | +30.8% | +103.1% | -72.3% | +32.2% |
| YTD | +42.3% | +34.8% | +7.5% | +44.7% |
| 1Y | +81.1% | -83.2% | +164.3% | +90.4% |
| All | +104.1% | -58.9% | +163.0% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling