-42.3%
ZS vs STZ
-36.5%
-5.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -3.5% |
| 7D | -9.2% | -7.4% | -1.8% | -7.8% |
| 30D | -4.0% | -10.9% | +6.9% | -1.9% |
| 3M | +25.3% | -13.4% | +38.7% | +28.6% |
| 6M | -1.3% | -16.2% | +14.9% | +1.2% |
| YTD | -28.0% | -10.4% | -17.6% | -28.9% |
| 1Y | -42.5% | -14.8% | -27.7% | -42.3% |
| 3Y | +0.7% | -50.1% | +50.9% | +25.1% |
| 5Y | -42.3% | -38.8% | -3.5% | -35.9% |
| All | -42.3% | -36.5% | -5.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling