+1.5%
SMR vs ZS
-33.3%
+34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.2% |
| 7D | +4.7% | -8.1% | +12.8% | +6.7% |
| 30D | +3.2% | -8.4% | +11.7% | +5.0% |
| 3M | +9.9% | +31.1% | -21.2% | +1.7% |
| 6M | -15.1% | +4.4% | -19.5% | -19.8% |
| YTD | -27.9% | -27.3% | -0.6% | -25.2% |
| 1Y | -70.2% | -41.4% | -28.9% | -67.1% |
| 3Y | +72.5% | +1.7% | +70.8% | +70.7% |
| All | +1.5% | -33.3% | +34.8% | -3.8% |
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 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