-41.2%
ZS vs STT
+76.7%
-117.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | +1.0% | -4.8% | -4.0% |
| 30D | -6.0% | +2.8% | -8.8% | -6.6% |
| 3M | +32.0% | +18.1% | +13.9% | +26.0% |
| 6M | +2.1% | +59.2% | -57.1% | -10.6% |
| YTD | -26.2% | +51.5% | -77.6% | -34.3% |
| 1Y | -41.2% | +75.7% | -116.8% | -51.4% |
| All | -41.2% | +76.7% | -117.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling