-3.6%
SMR vs ZS
-30.7%
+27.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.6% |
| 7D | +4.4% | -7.8% | +12.2% | +6.4% |
| 30D | +3.4% | +5.0% | -1.6% | +1.8% |
| 3M | -19.2% | +25.5% | -44.7% | -24.1% |
| 6M | -22.6% | +8.7% | -31.3% | -27.5% |
| YTD | -31.5% | -24.5% | -7.0% | -29.4% |
| 1Y | -73.1% | -36.7% | -36.4% | -70.8% |
| 3Y | +55.0% | +7.2% | +47.7% | +52.1% |
| All | -3.6% | -30.7% | +27.1% | -9.3% |
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