+347.2%
ZETA vs STLD
+292.4%
+54.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.4% |
| 7D | +2.7% | +3.1% | -0.5% | +1.1% |
| 30D | +15.8% | -9.0% | +24.8% | +20.2% |
| 3M | +35.4% | -12.4% | +47.8% | +42.0% |
| 6M | +67.1% | +25.5% | +41.6% | +46.9% |
| YTD | +54.1% | +43.6% | +10.4% | +25.4% |
| 1Y | +67.8% | +87.2% | -19.4% | +20.1% |
| 3Y | +311.4% | +135.2% | +176.2% | +159.3% |
| All | +347.2% | +292.4% | +54.8% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling