-28.1%
ZBH vs STLD
+292.4%
-320.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -2.8% | +3.1% | -6.0% | -3.3% |
| 30D | -0.1% | -9.0% | +8.9% | +1.2% |
| 3M | +13.4% | -12.4% | +25.8% | +15.3% |
| 6M | +3.0% | +25.5% | -22.5% | -1.4% |
| YTD | +9.7% | +43.6% | -34.0% | +2.6% |
| 1Y | -5.4% | +87.2% | -92.6% | -15.6% |
| 3Y | -15.6% | +135.2% | -150.8% | -29.1% |
| All | -28.1% | +292.4% | -320.5% | -48.6% |
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