-73.1%
SMR vs ZS
-37.1%
-36.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.4% |
| 7D | +4.4% | -7.8% | +12.2% | +6.1% |
| 30D | +3.4% | +5.0% | -1.6% | +2.1% |
| 3M | -19.2% | +25.5% | -44.7% | -23.4% |
| 6M | -22.6% | +8.7% | -31.3% | -28.2% |
| YTD | -31.5% | -24.5% | -7.0% | -24.7% |
| 1Y | -73.1% | -36.7% | -36.4% | -68.6% |
| All | -73.1% | -37.1% | -36.0% | -68.6% |
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