+0.7%
ZS vs STZ
-50.3%
+51.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -4.8% |
| 7D | -9.2% | -7.4% | -1.8% | -9.5% |
| 30D | -4.0% | -10.9% | +6.9% | -4.4% |
| 3M | +25.3% | -13.4% | +38.7% | +24.6% |
| 6M | -1.3% | -16.2% | +14.9% | -2.1% |
| YTD | -28.0% | -10.4% | -17.6% | -29.6% |
| 1Y | -42.5% | -14.8% | -27.7% | -43.4% |
| 3Y | +0.7% | -50.1% | +50.9% | +1.4% |
| All | +0.7% | -50.3% | +51.0% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling