+45.3%
SO vs ZS
+0.9%
+44.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +0.8% |
| 7D | +1.0% | -9.2% | +10.2% | +0.7% |
| 30D | -3.2% | -4.0% | +0.8% | -3.3% |
| 3M | -1.7% | +25.3% | -27.0% | -0.8% |
| 6M | -7.2% | -1.3% | -5.9% | -6.4% |
| YTD | +4.6% | -28.0% | +32.6% | +4.4% |
| 1Y | +1.2% | -42.5% | +43.7% | +0.3% |
| 3Y | +45.3% | +0.7% | +44.5% | +44.5% |
| All | +45.3% | +0.9% | +44.4% | +44.5% |
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