+395.4%
ZS vs STZ
-37.0%
+432.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -2.0% |
| 7D | -8.1% | -4.1% | -4.0% | -7.2% |
| 30D | -8.4% | -7.6% | -0.8% | -6.9% |
| 3M | +31.1% | -12.3% | +43.4% | +34.6% |
| 6M | +4.4% | -16.3% | +20.7% | +7.8% |
| YTD | -27.3% | -8.4% | -19.0% | -27.7% |
| 1Y | -41.4% | -10.8% | -30.5% | -41.3% |
| 3Y | +1.7% | -49.0% | +50.7% | +18.7% |
| 5Y | -39.6% | -36.5% | -3.1% | -33.7% |
| All | +395.4% | -37.0% | +432.4% | +472.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling