+50.1%
STT vs ZBH
+16.6%
+33.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | +4.8% | -2.3% | +7.0% | +5.1% |
| 30D | +3.9% | +12.5% | -8.5% | +2.7% |
| 3M | -8.2% | +3.9% | -12.1% | -8.5% |
| 6M | +15.6% | +25.4% | -9.8% | +11.0% |
| YTD | +37.6% | +15.7% | +21.9% | +33.9% |
| 1Y | +50.1% | +15.2% | +34.9% | +46.3% |
| All | +50.1% | +16.6% | +33.6% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling