+414.5%
ZS vs STLD
+516.1%
-101.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -7.8% | +3.1% | -11.0% | -8.4% |
| 30D | +5.0% | -9.0% | +14.0% | +6.7% |
| 3M | +25.5% | -12.4% | +37.9% | +28.1% |
| 6M | +8.7% | +25.5% | -16.8% | +2.5% |
| YTD | -24.5% | +43.6% | -68.1% | -31.2% |
| 1Y | -36.7% | +87.2% | -123.9% | -45.8% |
| 3Y | +7.2% | +135.2% | -128.0% | -13.1% |
| 5Y | -40.9% | +290.9% | -331.8% | -55.7% |
| All | +414.5% | +516.1% | -101.6% | +272.7% |
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 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