+862.4%
SE vs ZS
+494.5%
+367.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.3% |
| 7D | -4.8% | -8.1% | +3.3% | -1.7% |
| 30D | -18.1% | -8.4% | -9.7% | -16.1% |
| 3M | +30.6% | +31.1% | -0.4% | +15.0% |
| 6M | +20.8% | +4.4% | +16.4% | +8.8% |
| YTD | -15.6% | -27.3% | +11.7% | -12.3% |
| 1Y | -44.2% | -41.4% | -2.9% | -36.8% |
| 3Y | +181.5% | +1.7% | +179.9% | +131.9% |
| 5Y | -66.9% | -39.6% | -27.3% | -67.7% |
| All | +862.4% | +494.5% | +367.9% | +408.9% |
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 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