+0.3%
ZBH vs STLD
+119.8%
-119.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -2.3% | +2.9% | -5.2% | -2.5% |
| 30D | +12.5% | -5.6% | +18.0% | +13.0% |
| 3M | +3.9% | -11.7% | +15.7% | +5.0% |
| 6M | +25.4% | -2.8% | +28.2% | +25.0% |
| YTD | +15.7% | +36.4% | -20.7% | +10.4% |
| 1Y | +15.2% | +50.0% | -34.8% | +8.7% |
| 3Y | +0.3% | +122.3% | -122.0% | -12.4% |
| All | +0.3% | +119.8% | -119.5% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling