-43.6%
ZS vs STT
+109.1%
-152.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | -13.7% | +0.4% | -14.1% | -13.8% |
| 30D | -14.2% | -0.4% | -13.7% | -13.8% |
| 3M | +8.5% | -6.5% | +15.0% | +12.0% |
| 6M | +30.2% | +17.2% | +13.0% | +18.9% |
| YTD | -13.8% | +38.2% | -52.0% | -28.8% |
| 1Y | -41.5% | +49.3% | -90.8% | -53.8% |
| 3Y | +10.7% | +181.9% | -171.2% | -40.9% |
| 5Y | -43.6% | +106.9% | -150.5% | -69.3% |
| All | -43.6% | +109.1% | -152.7% | -69.3% |
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