+195.6%
STT vs ZBH
-19.7%
+215.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.0% |
| 30D | +2.8% | -3.2% | +6.0% | +3.5% |
| 3M | +18.1% | +5.8% | +12.3% | +16.1% |
| 6M | +59.2% | +2.0% | +57.2% | +57.5% |
| YTD | +51.5% | +5.8% | +45.7% | +48.3% |
| 1Y | +75.7% | -7.9% | +83.6% | +77.3% |
| All | +195.6% | -19.7% | +215.3% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling