+294.5%
ZETA vs STLD
+290.0%
+4.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.8% | +4.4% | +6.6% |
| 7D | +13.2% | -4.7% | +17.9% | +15.6% |
| 30D | +6.0% | -0.9% | +6.9% | +6.4% |
| 3M | +27.3% | -11.9% | +39.2% | +33.1% |
| 6M | +104.6% | +0.9% | +103.7% | +100.0% |
| YTD | +72.3% | +40.4% | +31.9% | +43.0% |
| 1Y | +76.3% | +56.6% | +19.8% | +39.2% |
| 3Y | +325.6% | +125.5% | +200.1% | +183.0% |
| 5Y | +254.2% | +292.8% | -38.6% | +77.7% |
| All | +294.5% | +290.0% | +4.5% | +97.1% |
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 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