+324.2%
SMH vs ZS
-43.4%
+367.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.0% |
| 7D | +1.4% | -8.1% | +9.4% | +3.6% |
| 30D | -2.2% | -8.4% | +6.2% | -0.3% |
| 3M | -1.9% | +31.1% | -32.9% | -10.1% |
| 6M | +41.0% | +4.4% | +36.6% | +31.7% |
| YTD | +55.6% | -27.3% | +82.9% | +61.8% |
| 1Y | +86.8% | -41.4% | +128.2% | +107.8% |
| 3Y | +277.7% | +1.7% | +276.0% | +236.3% |
| 5Y | +324.2% | -39.6% | +363.8% | +294.5% |
| All | +324.2% | -43.4% | +367.6% | +294.5% |
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