+487.3%
ZS vs STZ
-26.1%
+513.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -13.7% | -0.9% | -12.7% | -13.5% |
| 30D | -14.2% | +14.9% | -29.1% | -17.0% |
| 3M | +8.5% | +8.4% | +0.1% | +6.2% |
| 6M | +30.2% | +2.8% | +27.4% | +28.9% |
| YTD | -13.8% | +7.5% | -21.4% | -17.5% |
| 1Y | -41.5% | +12.5% | -54.1% | -44.9% |
| 3Y | +10.7% | -35.4% | +46.1% | +21.1% |
| 5Y | -43.6% | -29.3% | -14.3% | -39.6% |
| All | +487.3% | -26.1% | +513.4% | +552.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling