-66.3%
SE vs ZS
-40.8%
-25.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.6% | -5.2% |
| 7D | -3.6% | -3.8% | +0.2% | -2.2% |
| 30D | -5.3% | -6.0% | +0.7% | -3.9% |
| 3M | +28.1% | +32.0% | -3.9% | +10.4% |
| 6M | +20.7% | +2.1% | +18.5% | +7.8% |
| YTD | -14.8% | -26.2% | +11.4% | -11.2% |
| 1Y | -43.6% | -41.2% | -2.4% | -34.2% |
| 3Y | +184.2% | +3.3% | +180.9% | +113.6% |
| 5Y | -66.3% | -40.7% | -25.6% | -69.3% |
| All | -66.3% | -40.8% | -25.5% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling