-26.7%
ZTS vs STT
+53.6%
-80.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.1% |
| 7D | +15.4% | -0.1% | +15.5% | +15.4% |
| 30D | +25.8% | -1.7% | +27.4% | +26.1% |
| 3M | +18.1% | -6.4% | +24.5% | +19.3% |
| 6M | -19.7% | +17.7% | -37.4% | -26.0% |
| YTD | -27.5% | +36.9% | -64.4% | -37.0% |
| 1Y | -26.7% | +52.0% | -78.7% | -38.3% |
| All | -26.7% | +53.6% | -80.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling