+194.0%
STT vs ZBH
+17.7%
+176.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.4% |
| 7D | +4.8% | -2.3% | +7.0% | +5.8% |
| 30D | +3.9% | +12.5% | -8.5% | -2.1% |
| 3M | -8.2% | +3.9% | -12.1% | -10.6% |
| 6M | +15.6% | +25.4% | -9.8% | +1.8% |
| YTD | +37.6% | +15.7% | +21.9% | +24.9% |
| 1Y | +50.1% | +15.2% | +34.9% | +36.4% |
| 3Y | +183.1% | +0.3% | +182.7% | +165.1% |
| 5Y | +104.8% | -16.1% | +120.9% | +109.2% |
| All | +194.0% | +17.7% | +176.3% | +170.7% |
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