+324.5%
ZETA vs STLD
+294.8%
+29.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.1% |
| 7D | +18.8% | -0.5% | +19.2% | +19.2% |
| 30D | +12.6% | -0.1% | +12.7% | +12.7% |
| 3M | +29.5% | -9.2% | +38.6% | +33.7% |
| 6M | +128.6% | +1.8% | +126.8% | +122.8% |
| YTD | +85.5% | +42.1% | +43.3% | +53.2% |
| 1Y | +90.6% | +58.5% | +32.1% | +49.8% |
| 3Y | +358.0% | +128.2% | +229.8% | +203.1% |
| 5Y | +282.0% | +288.2% | -6.3% | +91.4% |
| All | +324.5% | +294.8% | +29.8% | +111.2% |
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