+121.4%
SHEL vs ZS
+488.9%
-367.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.2% | +2.7% |
| 7D | +1.9% | -9.2% | +11.1% | +2.3% |
| 30D | +8.7% | -4.0% | +12.6% | +8.7% |
| 3M | +11.0% | +25.3% | -14.3% | +9.7% |
| 6M | +14.6% | -1.3% | +15.8% | +13.9% |
| YTD | +33.3% | -28.0% | +61.3% | +34.2% |
| 1Y | +37.9% | -42.5% | +80.4% | +40.1% |
| 3Y | +69.7% | +0.7% | +69.0% | +67.0% |
| 5Y | +190.2% | -42.3% | +232.5% | +185.7% |
| All | +121.4% | +488.9% | -367.5% | +74.2% |
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