+901.7%
SE vs ZS
+517.5%
+384.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.9% |
| 7D | -6.1% | -7.8% | +1.7% | -3.2% |
| 30D | -2.5% | +5.0% | -7.5% | -5.4% |
| 3M | +21.7% | +25.5% | -3.8% | +9.2% |
| 6M | +27.0% | +8.7% | +18.3% | +12.8% |
| YTD | -12.1% | -24.5% | +12.4% | -10.0% |
| 1Y | -40.9% | -36.7% | -4.2% | -35.2% |
| 3Y | +191.0% | +7.2% | +183.8% | +134.3% |
| 5Y | -68.3% | -40.9% | -27.4% | -68.9% |
| All | +901.7% | +517.5% | +384.2% | +422.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling