+105.1%
STT vs ZBH
-15.5%
+120.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +5.1% | -2.1% | +7.3% | +5.9% |
| 30D | -0.2% | +13.6% | -13.8% | -5.1% |
| 3M | -8.1% | +7.1% | -15.2% | -11.0% |
| 6M | +16.6% | +26.1% | -9.4% | +5.0% |
| YTD | +37.8% | +17.2% | +20.6% | +27.0% |
| 1Y | +46.8% | +17.4% | +29.4% | +35.0% |
| 3Y | +181.2% | +2.0% | +179.1% | +163.8% |
| 5Y | +105.1% | -15.0% | +120.1% | +115.4% |
| All | +105.1% | -15.5% | +120.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling