+105.0%
STM vs ZS
+602.6%
-497.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +16.3% | -5.2% | +21.5% | +17.7% |
| 30D | -6.3% | -15.5% | +9.2% | -2.7% |
| 3M | -14.1% | +9.0% | -23.1% | -16.9% |
| 6M | -19.6% | +32.2% | -51.8% | -27.8% |
| YTD | +80.1% | -14.1% | +94.2% | +77.0% |
| 1Y | +95.4% | -39.1% | +134.4% | +109.5% |
| 3Y | +14.7% | +10.4% | +4.3% | +2.2% |
| 5Y | -5.4% | -44.6% | +39.3% | -8.4% |
| All | +105.0% | +602.6% | -497.6% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling