-48.8%
SE vs ZS
-31.8%
-16.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.7% | +4.5% |
| 7D | +6.7% | -12.3% | +18.9% | +7.3% |
| 30D | -17.2% | +11.2% | -28.4% | -17.8% |
| 3M | -28.0% | +37.5% | -65.5% | -29.8% |
| 6M | -6.1% | +57.8% | -63.9% | -12.2% |
| YTD | -37.1% | -0.2% | -36.9% | -35.0% |
| 1Y | -48.8% | -31.6% | -17.1% | -42.6% |
| All | -48.8% | -31.8% | -16.9% | -42.6% |
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