+150.6%
SAP vs ZS
+618.8%
-468.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.6% |
| 7D | -0.7% | -16.9% | +16.2% | +2.7% |
| 30D | +11.1% | -7.4% | +18.5% | +12.2% |
| 3M | +17.0% | +21.6% | -4.5% | +11.7% |
| 6M | +34.8% | +42.4% | -7.5% | +22.7% |
| YTD | -2.2% | -12.1% | +9.9% | -3.3% |
| 1Y | -6.4% | -37.8% | +31.4% | -1.9% |
| 3Y | +75.1% | +20.9% | +54.2% | +60.6% |
| 5Y | +69.8% | -41.6% | +111.4% | +64.4% |
| All | +150.6% | +618.8% | -468.1% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling