+5,566.9%
STT vs ZBRA
+9,227.6%
-3,660.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.5% | +1.8% | -1.3% | 0.0% |
| 30D | +3.9% | -1.7% | +5.5% | +4.3% |
| 3M | +20.0% | +47.8% | -27.8% | +6.3% |
| 6M | +55.3% | +56.7% | -1.4% | +34.8% |
| YTD | +53.3% | +49.4% | +4.0% | +34.2% |
| 1Y | +74.7% | +16.5% | +58.2% | +62.7% |
| 3Y | +205.8% | +31.5% | +174.4% | +169.0% |
| 5Y | +145.0% | -38.6% | +183.6% | +156.9% |
| 10Y | +266.0% | +421.0% | -154.9% | +119.3% |
| All | +5,566.9% | +9,227.6% | -3,660.7% | +2,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling