-18.9%
ZBH vs STLD
+1,072.4%
-1,091.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | -5.2% | +2.7% | -7.9% | -5.8% |
| 30D | -2.4% | -8.4% | +6.0% | -0.6% |
| 3M | +8.3% | -9.9% | +18.1% | +10.4% |
| 6M | +0.7% | +33.0% | -32.4% | -7.0% |
| YTD | +5.3% | +42.6% | -37.2% | -4.7% |
| 1Y | -9.1% | +80.8% | -89.8% | -22.9% |
| 3Y | -19.7% | +143.4% | -163.1% | -38.9% |
| 5Y | -31.3% | +293.4% | -324.7% | -56.9% |
| 10Y | -18.9% | +1,080.4% | -1,099.4% | -66.3% |
| All | -18.9% | +1,072.4% | -1,091.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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