+62.5%
SLB vs ZS
-42.0%
+104.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.8% |
| 7D | -7.1% | -16.9% | +9.8% | -6.0% |
| 30D | +4.1% | -7.4% | +11.5% | +4.6% |
| 3M | -2.6% | +21.6% | -24.2% | -4.1% |
| 6M | -8.6% | +42.4% | -50.9% | -11.5% |
| YTD | +32.2% | -12.1% | +44.3% | +32.3% |
| 1Y | +40.7% | -37.8% | +78.5% | +44.9% |
| 3Y | -4.5% | +20.9% | -25.4% | -7.6% |
| All | +62.5% | -42.0% | +104.5% | +50.6% |
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