+90.6%
ZETA vs STLD
+58.4%
+32.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.2% | +6.4% | +7.4% |
| 7D | +18.8% | -0.5% | +19.2% | +18.8% |
| 30D | +12.6% | -0.1% | +12.7% | +12.5% |
| 3M | +29.5% | -9.2% | +38.6% | +30.6% |
| 6M | +128.6% | +1.8% | +126.8% | +126.4% |
| YTD | +85.5% | +42.1% | +43.3% | +62.4% |
| 1Y | +90.6% | +58.5% | +32.1% | +44.5% |
| All | +90.6% | +58.4% | +32.2% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling