+101.7%
SMR vs ZS
+9.6%
+92.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -8.3% | -2.6% | -5.6% | -7.4% |
| 30D | -20.1% | -12.8% | -7.2% | -16.2% |
| 3M | -52.7% | +2.3% | -55.0% | -53.7% |
| 6M | -61.0% | +26.3% | -87.3% | -67.3% |
| YTD | -67.1% | -14.4% | -52.7% | -66.6% |
| 1Y | -79.9% | -37.6% | -42.2% | -75.4% |
| 3Y | +101.7% | +8.0% | +93.7% | +97.1% |
| All | +101.7% | +9.6% | +92.1% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling