-14.9%
SNPS vs ZS
+2.4%
-17.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.6% |
| 7D | -5.5% | -3.8% | -1.6% | -4.2% |
| 30D | -4.5% | -6.0% | +1.5% | -2.6% |
| 3M | -15.5% | +32.0% | -47.5% | -23.5% |
| 6M | -10.1% | +2.1% | -12.2% | -15.6% |
| YTD | -16.3% | -26.2% | +9.9% | -10.3% |
| 1Y | -34.9% | -41.2% | +6.2% | -23.3% |
| All | -14.9% | +2.4% | -17.2% | -28.4% |
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