-61.2%
ZTS vs STT
+100.0%
-161.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.5% |
| 30D | +11.7% | -5.0% | +16.7% | +13.4% |
| 3M | +3.5% | -10.5% | +13.9% | +6.7% |
| 6M | -27.6% | +10.0% | -37.6% | -30.2% |
| YTD | -35.5% | +30.7% | -66.2% | -41.2% |
| 1Y | -32.1% | +43.8% | -75.9% | -39.9% |
| 3Y | -49.1% | +168.1% | -217.2% | -63.5% |
| All | -61.2% | +100.0% | -161.2% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling