+202.4%
ZETA vs STLD
+255.4%
-53.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.8% | +5.1% |
| 7D | -0.4% | -11.1% | +10.7% | +4.7% |
| 30D | -8.0% | -4.8% | -3.3% | -6.2% |
| 3M | +21.4% | -14.6% | +36.0% | +28.7% |
| 6M | +80.1% | -7.4% | +87.5% | +82.2% |
| YTD | +52.5% | +32.6% | +19.9% | +27.8% |
| 1Y | +58.5% | +47.3% | +11.2% | +26.2% |
| 3Y | +281.7% | +107.5% | +174.1% | +153.7% |
| All | +202.4% | +255.4% | -53.0% | +40.4% |
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 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