+180.1%
SO vs ZS
+517.5%
-337.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | -0.2% | -7.8% | +7.7% | -0.1% |
| 30D | -4.6% | +5.0% | -9.6% | -4.6% |
| 3M | -3.0% | +25.5% | -28.6% | -3.2% |
| 6M | -8.3% | +8.7% | -17.0% | -8.3% |
| YTD | +3.5% | -24.5% | +28.0% | +3.8% |
| 1Y | -0.9% | -36.7% | +35.8% | -0.6% |
| 3Y | +45.4% | +7.2% | +38.1% | +44.2% |
| 5Y | +59.6% | -40.9% | +100.5% | +58.3% |
| All | +180.1% | +517.5% | -337.3% | +155.6% |
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