-5.1%
SAP vs ZS
-39.0%
+33.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.3% |
| 30D | +6.5% | -12.8% | +19.4% | +9.6% |
| 3M | +12.2% | +2.3% | +10.0% | +9.4% |
| 6M | +46.1% | +26.3% | +19.8% | +28.8% |
| YTD | -1.6% | -14.4% | +12.8% | -3.2% |
| 1Y | -5.1% | -37.6% | +32.5% | -6.3% |
| All | -5.1% | -39.0% | +33.8% | -6.3% |
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