+487.4%
STT vs ZBH
+287.8%
+199.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | +0.5% | -2.8% | +3.3% | +2.0% |
| 30D | +3.9% | -0.1% | +3.9% | +3.8% |
| 3M | +20.0% | +13.4% | +6.5% | +10.9% |
| 6M | +55.3% | +3.0% | +52.3% | +49.9% |
| YTD | +53.3% | +9.7% | +43.7% | +42.7% |
| 1Y | +74.7% | -5.4% | +80.1% | +73.7% |
| 3Y | +205.8% | -15.6% | +221.4% | +214.2% |
| 5Y | +145.0% | -28.1% | +173.1% | +171.8% |
| 10Y | +266.0% | -15.2% | +281.2% | +248.2% |
| All | +487.4% | +287.8% | +199.6% | +168.2% |
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