-43.6%
ZS vs STLD
+255.4%
-298.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.2% |
| 7D | -16.9% | -11.1% | -5.8% | -14.1% |
| 30D | -7.4% | -4.8% | -2.7% | -6.2% |
| 3M | +21.6% | -14.6% | +36.1% | +26.4% |
| 6M | +42.4% | -7.4% | +49.8% | +42.7% |
| YTD | -12.1% | +32.6% | -44.7% | -23.0% |
| 1Y | -37.8% | +47.3% | -85.2% | -47.7% |
| 3Y | +20.9% | +107.5% | -86.6% | -13.2% |
| All | -43.6% | +255.4% | -298.9% | -65.5% |
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 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