+195.6%
STT vs ZBRA
+33.8%
+161.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +2.8% | -8.8% | +11.6% | +5.2% |
| 3M | +18.1% | +47.2% | -29.1% | +4.6% |
| 6M | +59.2% | +61.3% | -2.1% | +36.1% |
| YTD | +51.5% | +42.0% | +9.5% | +33.9% |
| 1Y | +75.7% | +10.5% | +65.2% | +67.3% |
| All | +195.6% | +33.8% | +161.8% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling