+428.0%
STT vs ZBH
+314.6%
+113.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.1% |
| 7D | +5.1% | -2.1% | +7.3% | +6.3% |
| 30D | -0.2% | +13.6% | -13.8% | -7.3% |
| 3M | -8.1% | +7.1% | -15.2% | -12.4% |
| 6M | +16.6% | +26.1% | -9.4% | +0.8% |
| YTD | +37.8% | +17.2% | +20.6% | +22.6% |
| 1Y | +46.8% | +17.4% | +29.4% | +30.3% |
| 3Y | +181.2% | +2.0% | +179.1% | +158.3% |
| 5Y | +105.1% | -15.0% | +120.1% | +106.5% |
| 10Y | +202.3% | +19.4% | +182.9% | +137.4% |
| All | +428.0% | +314.6% | +113.5% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling