+101.8%
STLD vs ZYBT
-57.8%
+159.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -3.6% | -2.5% | -1.2% | -3.6% |
| 30D | -10.1% | -1.2% | -8.8% | -10.1% |
| 3M | -11.4% | +76.7% | -88.1% | -9.8% |
| 6M | +30.8% | +103.6% | -72.8% | +32.3% |
| YTD | +40.7% | +38.3% | +2.4% | +43.0% |
| 1Y | +80.8% | -84.7% | +165.5% | +90.5% |
| All | +101.8% | -57.8% | +159.7% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling