+1,006.9%
SMH vs ZS
+504.0%
+502.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +4.3% | -3.8% | +8.2% | +5.2% |
| 30D | +0.9% | -6.0% | +6.8% | +2.0% |
| 3M | -2.8% | +32.0% | -34.8% | -10.1% |
| 6M | +45.6% | +2.1% | +43.5% | +38.3% |
| YTD | +59.5% | -26.2% | +85.6% | +63.4% |
| 1Y | +93.4% | -41.2% | +134.6% | +110.0% |
| 3Y | +287.1% | +3.3% | +283.8% | +253.8% |
| 5Y | +338.0% | -40.7% | +378.8% | +325.9% |
| All | +1,006.9% | +504.0% | +502.9% | +581.1% |
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