+63.0%
ZETA vs STLD
+50.3%
+12.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.2% |
| 7D | +6.2% | -9.7% | +15.9% | +7.5% |
| 30D | -2.0% | -4.5% | +2.5% | -1.4% |
| 3M | +21.7% | -13.1% | +34.8% | +23.5% |
| 6M | +89.1% | -2.8% | +91.9% | +88.6% |
| YTD | +59.3% | +35.3% | +24.0% | +40.5% |
| All | +63.0% | +50.3% | +12.7% | +23.0% |
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