-5.9%
SAP vs ZS
-31.8%
+25.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.3% | -12.3% | +13.6% | +4.7% |
| 30D | +15.5% | +11.2% | +4.3% | +11.7% |
| 3M | +22.8% | +37.5% | -14.7% | +11.0% |
| 6M | +42.5% | +57.8% | -15.4% | +18.4% |
| YTD | +0.5% | -0.2% | +0.7% | -5.0% |
| 1Y | -5.9% | -31.6% | +25.7% | -10.3% |
| All | -5.9% | -31.8% | +25.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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