+414.5%
ZS vs STZ
-34.8%
+449.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -7.8% | -1.9% | -5.9% | -7.4% |
| 30D | +5.0% | -1.9% | +6.9% | +5.3% |
| 3M | +25.5% | -6.2% | +31.8% | +26.9% |
| 6M | +8.7% | -14.0% | +22.7% | +11.5% |
| YTD | -24.5% | -5.1% | -19.4% | -25.5% |
| 1Y | -36.7% | -9.6% | -27.1% | -36.8% |
| 3Y | +7.2% | -47.2% | +54.4% | +24.2% |
| 5Y | -40.9% | -33.6% | -7.3% | -35.8% |
| All | +414.5% | -34.8% | +449.3% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling