+152.2%
SAP vs ZS
+599.9%
-447.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.6% | -2.6% | +3.2% | +1.1% |
| 30D | +6.5% | -12.8% | +19.4% | +9.0% |
| 3M | +12.2% | +2.3% | +10.0% | +10.7% |
| 6M | +46.1% | +26.3% | +19.8% | +36.1% |
| YTD | -1.6% | -14.4% | +12.8% | -2.2% |
| 1Y | -5.1% | -37.6% | +32.5% | -0.5% |
| 3Y | +68.4% | +8.0% | +60.3% | +57.4% |
| 5Y | +79.4% | -44.9% | +124.3% | +75.4% |
| All | +152.2% | +599.9% | -447.7% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling