-44.3%
ZS vs STLD
+274.1%
-318.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.5% |
| 7D | -2.6% | +2.9% | -5.6% | -3.5% |
| 30D | -12.8% | -5.6% | -7.3% | -11.5% |
| 3M | +2.3% | -11.7% | +14.0% | +5.4% |
| 6M | +26.3% | -2.8% | +29.0% | +24.8% |
| YTD | -14.4% | +36.4% | -50.9% | -25.6% |
| 1Y | -37.6% | +50.0% | -87.6% | -47.8% |
| 3Y | +8.0% | +122.3% | -114.3% | -24.1% |
| All | -44.3% | +274.1% | -318.4% | -66.7% |
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