+55.5%
ZM vs STLD
+711.4%
-655.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.8% |
| 7D | +1.6% | +2.7% | -1.0% | +1.4% |
| 30D | -7.7% | -8.4% | +0.7% | -7.2% |
| 3M | -4.7% | -9.9% | +5.2% | -4.1% |
| 6M | +24.4% | +33.0% | -8.6% | +21.4% |
| YTD | +11.8% | +42.6% | -30.8% | +8.2% |
| 1Y | +13.4% | +80.8% | -67.4% | +7.5% |
| 3Y | +33.8% | +143.4% | -109.6% | +24.5% |
| 5Y | -67.2% | +293.4% | -360.6% | -69.0% |
| All | +55.5% | +711.4% | -655.9% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling