+63.4%
ZM vs STLD
+717.3%
-653.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.4% |
| 7D | +2.9% | +3.1% | -0.2% | +2.7% |
| 30D | +0.7% | -9.0% | +9.7% | +1.3% |
| 3M | -3.7% | -12.4% | +8.7% | -2.9% |
| 6M | +29.9% | +25.5% | +4.4% | +27.3% |
| YTD | +17.4% | +43.6% | -26.2% | +13.6% |
| 1Y | +22.4% | +87.2% | -64.8% | +15.7% |
| 3Y | +41.3% | +135.2% | -93.9% | +31.5% |
| 5Y | -66.0% | +290.9% | -356.9% | -68.0% |
| All | +63.4% | +717.3% | -653.9% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling