-36.7%
ZS vs STZ
-10.2%
-26.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.7% |
| 7D | -7.8% | -1.9% | -5.9% | -8.4% |
| 30D | +5.0% | -1.9% | +6.9% | +4.6% |
| 3M | +25.5% | -6.2% | +31.8% | +23.6% |
| 6M | +8.7% | -14.0% | +22.7% | +3.8% |
| YTD | -24.5% | -5.1% | -19.4% | -27.7% |
| 1Y | -36.7% | -9.6% | -27.1% | -37.5% |
| All | -36.7% | -10.2% | -26.5% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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