+59.8%
SAP vs ZS
+8.5%
+51.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.4% |
| 7D | -2.9% | -7.8% | +4.9% | -0.7% |
| 30D | +9.0% | +5.0% | +4.0% | +7.3% |
| 3M | +14.9% | +25.5% | -10.6% | +7.7% |
| 6M | +11.9% | +8.7% | +3.2% | +5.1% |
| YTD | -9.9% | -24.5% | +14.6% | -6.7% |
| 1Y | -19.5% | -36.7% | +17.2% | -13.4% |
| All | +59.8% | +8.5% | +51.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling