+414.5%
ZS vs STT
+136.4%
+278.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | +5.0% | +3.9% | +1.2% | +3.8% |
| 3M | +25.5% | +20.0% | +5.6% | +18.6% |
| 6M | +8.7% | +55.3% | -46.6% | -5.3% |
| YTD | -24.5% | +53.3% | -77.8% | -34.0% |
| 1Y | -36.7% | +74.7% | -111.4% | -46.9% |
| 3Y | +7.2% | +205.8% | -198.6% | -24.0% |
| 5Y | -40.9% | +145.0% | -185.9% | -57.2% |
| All | +414.5% | +136.4% | +278.1% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling