+58.8%
ZTS vs STT
+262.1%
-203.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.8% | +1.0% | -4.7% | -4.0% |
| 30D | -2.0% | +2.8% | -4.8% | -2.9% |
| 3M | -10.2% | +18.1% | -28.3% | -14.8% |
| 6M | -39.4% | +59.2% | -98.6% | -47.4% |
| YTD | -40.8% | +51.5% | -92.3% | -47.9% |
| 1Y | -50.1% | +75.7% | -125.8% | -58.1% |
| 3Y | -58.9% | +200.8% | -259.7% | -70.9% |
| 5Y | -62.4% | +155.8% | -218.1% | -73.0% |
| 10Y | +58.8% | +266.4% | -207.6% | -4.7% |
| All | +58.8% | +262.1% | -203.2% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling