+1,077.4%
STX vs ZS
-40.8%
+1,118.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | +9.6% | -3.8% | +13.4% | +10.1% |
| 30D | +10.6% | -6.0% | +16.6% | +11.3% |
| 3M | +4.8% | +32.0% | -27.2% | -1.4% |
| 6M | +137.3% | +2.1% | +135.1% | +127.0% |
| YTD | +222.5% | -26.2% | +248.6% | +229.8% |
| 1Y | +366.2% | -41.2% | +407.4% | +402.3% |
| 3Y | +1,352.9% | +3.3% | +1,349.6% | +1,225.2% |
| 5Y | +1,077.4% | -40.7% | +1,118.2% | +994.7% |
| All | +1,077.4% | -40.8% | +1,118.2% | +994.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling