-42.3%
ZS vs STT
+150.3%
-192.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | -9.2% | +2.2% | -11.4% | -10.2% |
| 30D | -4.0% | +3.9% | -7.9% | -5.9% |
| 3M | +25.3% | +19.2% | +6.1% | +13.9% |
| 6M | -1.3% | +60.4% | -61.7% | -23.7% |
| YTD | -28.0% | +51.5% | -79.5% | -42.8% |
| 1Y | -42.5% | +76.3% | -118.8% | -58.1% |
| 3Y | +0.7% | +200.7% | -200.0% | -46.7% |
| 5Y | -42.3% | +157.5% | -199.8% | -69.8% |
| All | -42.3% | +150.3% | -192.6% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling