+45.0%
ZM vs STLD
+654.4%
-609.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -5.9% | -11.1% | +5.2% | -5.1% |
| 30D | -5.2% | -4.8% | -0.4% | -4.8% |
| 3M | -11.3% | -14.6% | +3.3% | -10.3% |
| 6M | -14.5% | -7.4% | -7.1% | -14.2% |
| YTD | +4.2% | +32.6% | -28.4% | +1.3% |
| 1Y | +9.3% | +47.3% | -38.0% | +5.4% |
| 3Y | +45.4% | +107.5% | -62.2% | +36.4% |
| 5Y | -66.0% | +268.8% | -334.9% | -67.8% |
| All | +45.0% | +654.4% | -609.5% | +94.5% |
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