+99.6%
STM vs ZS
-37.1%
+136.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.0% |
| 7D | +5.8% | -7.8% | +13.6% | +6.1% |
| 30D | -1.0% | +5.0% | -6.0% | -1.1% |
| 3M | -33.3% | +25.5% | -58.8% | -33.5% |
| 6M | +57.4% | +8.7% | +48.7% | +59.2% |
| YTD | +102.2% | -24.5% | +126.7% | +117.9% |
| 1Y | +99.6% | -36.7% | +136.3% | +119.3% |
| All | +99.6% | -37.1% | +136.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling