+260.3%
STT vs ZBH
-17.1%
+277.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -1.4% | -6.6% | +5.2% | +1.7% |
| 30D | +2.2% | -4.9% | +7.1% | +4.4% |
| 3M | +18.8% | +5.1% | +13.7% | +14.9% |
| 6M | +57.9% | +1.3% | +56.6% | +54.2% |
| YTD | +51.0% | +3.4% | +47.6% | +45.7% |
| 1Y | +77.1% | -8.7% | +85.8% | +79.4% |
| 3Y | +199.8% | -21.2% | +221.1% | +219.7% |
| 5Y | +156.0% | -29.2% | +185.2% | +184.4% |
| All | +260.3% | -17.1% | +277.5% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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