-62.2%
ZM vs STLD
+274.1%
-336.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.9% |
| 7D | +11.0% | +2.9% | +8.1% | +10.3% |
| 30D | +5.6% | -5.6% | +11.2% | +6.9% |
| 3M | -9.1% | -11.7% | +2.6% | -7.0% |
| 6M | -2.6% | -2.8% | +0.2% | -3.0% |
| YTD | +15.7% | +36.4% | -20.8% | +4.7% |
| 1Y | +18.8% | +50.0% | -31.3% | +4.7% |
| 3Y | +62.2% | +122.3% | -60.1% | +24.9% |
| All | -62.2% | +274.1% | -336.2% | -77.0% |
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