+155.8%
STT vs ZBH
-31.0%
+186.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.0% | -4.9% | +5.9% | +2.9% |
| 30D | +2.8% | -3.2% | +6.0% | +4.0% |
| 3M | +18.1% | +5.8% | +12.3% | +14.6% |
| 6M | +59.2% | +2.0% | +57.2% | +56.0% |
| YTD | +51.5% | +5.8% | +45.7% | +45.8% |
| 1Y | +75.7% | -7.9% | +83.6% | +77.8% |
| 3Y | +200.8% | -19.4% | +220.1% | +219.7% |
| 5Y | +155.8% | -29.5% | +185.3% | +176.8% |
| All | +155.8% | -31.0% | +186.7% | +176.8% |
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 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