+192.5%
SHEL vs ZS
-43.4%
+236.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +3.9% | -8.1% | +12.0% | +4.3% |
| 30D | +7.0% | -8.4% | +15.4% | +7.3% |
| 3M | +12.5% | +31.1% | -18.6% | +10.9% |
| 6M | +14.8% | +4.4% | +10.4% | +13.8% |
| YTD | +34.2% | -27.3% | +61.5% | +35.3% |
| 1Y | +37.0% | -41.4% | +78.4% | +39.5% |
| 3Y | +70.9% | +1.7% | +69.2% | +67.8% |
| 5Y | +192.5% | -39.6% | +232.1% | +197.1% |
| All | +192.5% | -43.4% | +236.0% | +197.1% |
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