+124.5%
SAP vs ZS
+504.0%
-379.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | -0.3% | -3.8% | +3.6% | +0.5% |
| 30D | +0.3% | -6.0% | +6.3% | +1.3% |
| 3M | +16.9% | +32.0% | -15.1% | +10.7% |
| 6M | +6.3% | +2.1% | +4.2% | +3.6% |
| YTD | -12.4% | -26.2% | +13.7% | -9.7% |
| 1Y | -21.6% | -41.2% | +19.5% | -16.2% |
| 3Y | +54.8% | +3.3% | +51.5% | +47.4% |
| 5Y | +56.2% | -40.7% | +96.9% | +53.0% |
| All | +124.5% | +504.0% | -379.5% | +50.2% |
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