+10.5%
SLB vs ZS
+517.5%
-507.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | +0.8% | -7.8% | +8.7% | +1.3% |
| 30D | +15.8% | +5.0% | +10.8% | +15.5% |
| 3M | -0.3% | +25.5% | -25.9% | -1.7% |
| 6M | +21.3% | +8.7% | +12.6% | +19.9% |
| YTD | +52.3% | -24.5% | +76.8% | +53.4% |
| 1Y | +63.6% | -36.7% | +100.3% | +66.4% |
| 3Y | +3.8% | +7.2% | -3.4% | +1.8% |
| 5Y | +128.6% | -40.9% | +169.6% | +124.0% |
| All | +10.5% | +517.5% | -507.0% | -16.3% |
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 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