+21.1%
STM vs ZS
+0.9%
+20.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.3% |
| 7D | +5.2% | -9.2% | +14.4% | +7.0% |
| 30D | -7.4% | -4.0% | -3.4% | -6.9% |
| 3M | -30.6% | +25.3% | -55.9% | -34.0% |
| 6M | +66.4% | -1.3% | +67.7% | +61.9% |
| YTD | +101.1% | -28.0% | +129.1% | +115.3% |
| 1Y | +97.4% | -42.5% | +139.9% | +125.8% |
| 3Y | +21.1% | +0.7% | +20.4% | +1.3% |
| All | +21.1% | +0.9% | +20.2% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling