+390.7%
ZS vs STLD
+511.7%
-120.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -9.2% | +2.7% | -11.9% | -9.7% |
| 30D | -4.0% | -8.4% | +4.4% | -2.6% |
| 3M | +25.3% | -9.9% | +35.2% | +27.1% |
| 6M | -1.3% | +33.0% | -34.3% | -8.0% |
| YTD | -28.0% | +42.6% | -70.6% | -34.3% |
| 1Y | -42.5% | +80.8% | -123.2% | -50.4% |
| 3Y | +0.7% | +143.4% | -142.7% | -18.9% |
| 5Y | -42.3% | +293.4% | -335.7% | -56.7% |
| All | +390.7% | +511.7% | -120.9% | +256.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling