+264.7%
ZETA vs STLD
+275.9%
-11.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.6% |
| 7D | +6.2% | -9.7% | +15.9% | +10.7% |
| 30D | -2.0% | -4.5% | +2.5% | -0.2% |
| 3M | +21.7% | -13.1% | +34.8% | +27.8% |
| 6M | +89.1% | -2.8% | +91.9% | +87.6% |
| YTD | +59.3% | +35.3% | +24.0% | +34.1% |
| 1Y | +66.2% | +51.4% | +14.8% | +32.9% |
| 3Y | +297.3% | +117.9% | +179.4% | +167.6% |
| 5Y | +227.5% | +272.6% | -45.1% | +67.0% |
| All | +264.7% | +275.9% | -11.2% | +84.9% |
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