+130.1%
STM vs ZS
+517.5%
-387.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.9% |
| 7D | +5.8% | -7.8% | +13.6% | +7.7% |
| 30D | -1.0% | +5.0% | -6.0% | -2.5% |
| 3M | -33.3% | +25.5% | -58.8% | -37.2% |
| 6M | +57.4% | +8.7% | +48.7% | +47.6% |
| YTD | +102.2% | -24.5% | +126.7% | +106.9% |
| 1Y | +99.6% | -36.7% | +136.3% | +112.5% |
| 3Y | +14.5% | +7.2% | +7.3% | +3.4% |
| 5Y | +21.4% | -40.9% | +62.3% | +17.3% |
| All | +130.1% | +517.5% | -387.3% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling