+566.0%
SE vs ZS
+602.6%
-36.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.5% | -5.2% | +3.8% | +0.6% |
| 30D | -22.3% | -15.5% | -6.8% | -17.8% |
| 3M | -41.8% | +9.0% | -50.8% | -45.7% |
| 6M | -22.4% | +32.2% | -54.6% | -36.9% |
| YTD | -41.6% | -14.1% | -27.5% | -44.5% |
| 1Y | -48.0% | -39.1% | -9.0% | -42.6% |
| 3Y | +63.9% | +10.4% | +53.5% | +29.0% |
| 5Y | -78.2% | -44.6% | -33.5% | -78.7% |
| All | +566.0% | +602.6% | -36.7% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling