+284.4%
ZBH vs STLD
+12,307.2%
-12,022.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -2.8% | +3.1% | -6.0% | -3.4% |
| 30D | -0.1% | -9.0% | +8.9% | +1.6% |
| 3M | +13.4% | -12.4% | +25.8% | +16.0% |
| 6M | +3.0% | +25.5% | -22.5% | -2.3% |
| YTD | +9.7% | +43.6% | -34.0% | +1.0% |
| 1Y | -5.4% | +87.2% | -92.6% | -17.7% |
| 3Y | -15.6% | +135.2% | -150.8% | -31.3% |
| 5Y | -28.1% | +290.9% | -319.0% | -48.9% |
| 10Y | -15.2% | +1,113.5% | -1,128.7% | -54.4% |
| All | +284.4% | +12,307.2% | -12,022.7% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling