+403.3%
ZS vs STZ
-38.2%
+441.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -3.8% | -6.0% | +2.2% | -2.5% |
| 30D | -6.0% | -8.9% | +2.9% | -4.1% |
| 3M | +32.0% | -12.6% | +44.5% | +35.6% |
| 6M | +2.1% | -17.2% | +19.3% | +5.7% |
| YTD | -26.2% | -10.0% | -16.1% | -26.2% |
| 1Y | -41.2% | -14.3% | -26.9% | -40.5% |
| 3Y | +3.3% | -49.9% | +53.2% | +21.1% |
| 5Y | -40.7% | -38.2% | -2.5% | -34.5% |
| All | +403.3% | -38.2% | +441.5% | +484.2% |
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