+174.6%
ZTS vs STT
+390.7%
-216.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +1.9% | +3.9% | -1.9% | +0.7% |
| 3M | -4.0% | +20.0% | -24.0% | -9.5% |
| 6M | -39.1% | +55.3% | -94.4% | -47.0% |
| YTD | -38.8% | +53.3% | -92.1% | -46.6% |
| 1Y | -49.6% | +74.7% | -124.3% | -57.7% |
| 3Y | -59.0% | +205.8% | -264.8% | -71.4% |
| 5Y | -61.8% | +145.0% | -206.8% | -72.4% |
| 10Y | +61.4% | +266.0% | -204.6% | -5.7% |
| All | +174.6% | +390.7% | -216.1% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling