-13.7%
ZBH vs STLD
+289.0%
-302.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.5% |
| 7D | +10.6% | -4.7% | +15.2% | +11.3% |
| 30D | +20.4% | -0.9% | +21.3% | +20.3% |
| 3M | +10.0% | -11.9% | +21.9% | +11.8% |
| 6M | +31.0% | +0.9% | +30.1% | +29.9% |
| YTD | +20.3% | +40.4% | -20.1% | +12.4% |
| 1Y | +22.2% | +56.6% | -34.3% | +12.1% |
| 3Y | +4.7% | +125.5% | -120.7% | -12.2% |
| 5Y | -13.7% | +292.8% | -306.5% | -40.1% |
| All | -13.7% | +289.0% | -302.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling