+90.1%
STM vs ZS
-39.8%
+129.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.4% |
| 7D | -7.9% | -13.4% | +5.5% | -7.5% |
| 30D | -14.1% | -16.6% | +2.5% | -13.8% |
| 3M | -17.6% | +10.3% | -27.9% | -16.9% |
| 6M | -24.2% | +28.1% | -52.4% | -23.2% |
| YTD | +73.3% | -13.3% | +86.6% | +91.9% |
| 1Y | +90.1% | -40.7% | +130.8% | +122.5% |
| All | +90.1% | -39.8% | +129.9% | +122.5% |
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