+76.3%
ZETA vs STLD
+56.0%
+20.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.8% | +4.4% | +7.6% |
| 7D | +13.2% | -4.7% | +17.9% | +13.8% |
| 30D | +6.0% | -0.9% | +6.9% | +6.1% |
| 3M | +27.3% | -11.9% | +39.2% | +29.0% |
| 6M | +104.6% | +0.9% | +103.7% | +102.8% |
| YTD | +72.3% | +40.4% | +31.9% | +51.1% |
| 1Y | +76.3% | +56.6% | +19.8% | +32.4% |
| All | +76.3% | +56.0% | +20.3% | +32.4% |
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