+68.9%
SE vs ZS
+14.2%
+54.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | 0.0% | -13.4% | +13.4% | +2.4% |
| 30D | -19.4% | -16.6% | -2.8% | -17.2% |
| 3M | -33.1% | +10.3% | -43.4% | -35.1% |
| 6M | -11.4% | +28.1% | -39.6% | -19.5% |
| YTD | -39.8% | -13.3% | -26.5% | -39.3% |
| 1Y | -50.5% | -40.7% | -9.7% | -44.0% |
| 3Y | +68.9% | +11.4% | +57.5% | +214.4% |
| All | +68.9% | +14.2% | +54.6% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling