+180.8%
SO vs ZS
+504.0%
-323.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | 0.0% | -3.8% | +3.9% | +0.1% |
| 30D | -2.5% | -6.0% | +3.5% | -2.5% |
| 3M | -4.2% | +32.0% | -36.2% | -4.3% |
| 6M | -7.7% | +2.1% | -9.8% | -7.7% |
| YTD | +3.8% | -26.2% | +30.0% | +4.0% |
| 1Y | +0.1% | -41.2% | +41.2% | +0.5% |
| 3Y | +44.2% | +3.3% | +40.9% | +43.1% |
| 5Y | +57.9% | -40.7% | +98.6% | +56.5% |
| All | +180.8% | +504.0% | -323.2% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling