+43.4%
SMH vs ZS
-31.8%
+75.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.7% |
| 7D | -11.2% | -12.3% | +1.1% | -11.1% |
| 30D | -20.4% | +11.2% | -31.7% | -20.3% |
| 3M | -12.4% | +37.5% | -49.9% | -11.9% |
| 6M | -0.5% | +57.8% | -58.3% | +0.5% |
| YTD | +40.0% | -0.2% | +40.2% | +49.0% |
| 1Y | +43.4% | -31.6% | +75.0% | +56.6% |
| All | +43.4% | -31.8% | +75.2% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling