+96.5%
STM vs ZS
-31.8%
+128.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -6.1% |
| 7D | -6.0% | -12.3% | +6.2% | -5.9% |
| 30D | -20.9% | +11.2% | -32.2% | -20.9% |
| 3M | -15.8% | +37.5% | -53.3% | -15.5% |
| 6M | -17.0% | +57.8% | -74.9% | -16.2% |
| YTD | +76.8% | -0.2% | +77.0% | +94.3% |
| 1Y | +96.5% | -31.6% | +128.1% | +128.2% |
| All | +96.5% | -31.8% | +128.3% | +128.2% |
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