+3.7%
SO vs ZS
-31.8%
+35.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.7% | -12.3% | +14.0% | +1.2% |
| 30D | +11.1% | +11.2% | -0.1% | +11.7% |
| 3M | +0.7% | +37.5% | -36.8% | +2.3% |
| 6M | -1.4% | +57.8% | -59.2% | +2.0% |
| YTD | +9.4% | -0.2% | +9.6% | +9.6% |
| 1Y | +3.7% | -31.6% | +35.4% | +1.9% |
| All | +3.7% | -31.8% | +35.6% | +1.9% |
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