+503.2%
ZS vs STLD
+480.6%
+22.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.3% |
| 7D | -11.1% | -9.7% | -1.4% | -9.3% |
| 30D | -14.8% | -4.5% | -10.3% | -14.1% |
| 3M | +18.0% | -13.1% | +31.1% | +20.8% |
| 6M | +30.8% | -2.8% | +33.6% | +30.1% |
| YTD | -11.5% | +35.3% | -46.8% | -18.6% |
| 1Y | -37.8% | +51.4% | -89.2% | -44.3% |
| 3Y | +16.6% | +117.9% | -101.3% | -4.2% |
| 5Y | -43.6% | +272.6% | -316.1% | -57.2% |
| All | +503.2% | +480.6% | +22.6% | +341.3% |
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