+1,846.4%
STX vs ZS
+517.5%
+1,329.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +7.0% |
| 7D | +2.4% | -7.8% | +10.2% | +3.5% |
| 30D | +1.4% | +5.0% | -3.7% | +0.3% |
| 3M | -8.2% | +25.5% | -33.8% | -12.0% |
| 6M | +127.0% | +8.7% | +118.3% | +116.8% |
| YTD | +209.1% | -24.5% | +233.7% | +212.7% |
| 1Y | +365.4% | -36.7% | +402.1% | +384.9% |
| 3Y | +1,135.4% | +7.2% | +1,128.2% | +1,049.6% |
| 5Y | +991.5% | -40.9% | +1,032.4% | +948.5% |
| All | +1,846.4% | +517.5% | +1,329.0% | +1,230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling