+291.9%
ZETA vs STLD
+135.5%
+156.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | +2.7% | +3.1% | -0.5% | +1.2% |
| 30D | +15.8% | -9.0% | +24.8% | +19.9% |
| 3M | +35.4% | -12.4% | +47.8% | +41.9% |
| 6M | +67.1% | +25.5% | +41.6% | +47.0% |
| YTD | +54.1% | +43.6% | +10.4% | +25.0% |
| 1Y | +67.8% | +87.2% | -19.4% | +18.9% |
| All | +291.9% | +135.5% | +156.4% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling