+264.3%
STT vs ZBRA
+435.2%
-171.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.8% | +0.4% |
| 7D | -0.4% | -3.4% | +3.0% | +0.8% |
| 30D | +1.7% | -7.4% | +9.1% | +4.5% |
| 3M | +17.9% | +57.5% | -39.6% | -2.4% |
| 6M | +55.3% | +64.0% | -8.7% | +25.3% |
| YTD | +52.7% | +44.3% | +8.4% | +28.4% |
| 1Y | +75.7% | +10.9% | +64.8% | +62.3% |
| 3Y | +197.9% | +37.5% | +160.4% | +141.3% |
| 5Y | +158.8% | -39.7% | +198.4% | +180.0% |
| All | +264.3% | +435.2% | -171.0% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling