+1,111.7%
STX vs ZS
+599.9%
+511.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +14.6% | -2.6% | +17.2% | +15.1% |
| 30D | -26.0% | -12.8% | -13.1% | -24.3% |
| 3M | -42.6% | +2.3% | -44.9% | -43.1% |
| 6M | -35.3% | +26.3% | -61.5% | -39.2% |
| YTD | +92.5% | -14.4% | +106.9% | +90.7% |
| 1Y | +102.4% | -37.6% | +140.0% | +112.2% |
| 3Y | +673.8% | +8.0% | +665.8% | +621.7% |
| 5Y | +463.1% | -44.9% | +507.9% | +442.9% |
| All | +1,111.7% | +599.9% | +511.8% | +711.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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