-85.6%
SMR vs ZS
-31.8%
-53.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -9.5% | -12.3% | +2.7% | -7.8% |
| 30D | -33.2% | +11.2% | -44.4% | -34.3% |
| 3M | -45.9% | +37.5% | -83.5% | -48.7% |
| 6M | -57.9% | +57.8% | -115.7% | -62.8% |
| YTD | -63.8% | -0.2% | -63.6% | -64.1% |
| 1Y | -85.6% | -31.6% | -54.0% | -84.8% |
| All | -85.6% | -31.8% | -53.8% | -84.8% |
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