+56.4%
SAP vs ZS
-42.1%
+98.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.1% |
| 7D | -2.9% | -7.8% | +4.9% | -1.1% |
| 30D | +9.0% | +5.0% | +4.0% | +7.6% |
| 3M | +14.9% | +25.5% | -10.6% | +9.0% |
| 6M | +11.9% | +8.7% | +3.2% | +6.9% |
| YTD | -9.9% | -24.5% | +14.6% | -7.2% |
| 1Y | -19.5% | -36.7% | +17.2% | -14.5% |
| 3Y | +61.8% | +7.2% | +54.6% | +51.1% |
| All | +56.4% | -42.1% | +98.5% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling