+573.5%
SE vs ZS
+599.9%
-26.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | -2.6% | +2.1% | +0.6% |
| 30D | -20.9% | -12.8% | -8.1% | -17.3% |
| 3M | -38.9% | +2.3% | -41.2% | -41.3% |
| 6M | -19.4% | +26.3% | -45.7% | -33.1% |
| YTD | -40.9% | -14.4% | -26.5% | -43.8% |
| 1Y | -46.2% | -37.6% | -8.6% | -41.2% |
| 3Y | +63.7% | +8.0% | +55.7% | +30.2% |
| 5Y | -77.9% | -44.9% | -33.1% | -78.4% |
| All | +573.5% | +599.9% | -26.4% | +226.4% |
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