-20.4%
SAP vs ZS
-41.1%
+20.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.4% |
| 7D | -0.3% | -9.2% | +9.0% | +2.4% |
| 30D | +2.6% | -4.0% | +6.6% | +3.5% |
| 3M | +16.3% | +25.3% | -9.0% | +9.3% |
| 6M | +6.4% | -1.3% | +7.7% | +1.5% |
| YTD | -11.4% | -28.0% | +16.6% | -7.5% |
| 1Y | -20.4% | -42.5% | +22.1% | -14.0% |
| All | -20.4% | -41.1% | +20.7% | -14.0% |
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