+15.4%
SOFI vs ZS
-38.5%
+53.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.9% | -3.1% | -1.8% | -3.6% |
| 30D | -3.5% | -7.2% | +3.8% | -0.5% |
| 3M | +3.9% | +30.5% | -26.6% | -10.4% |
| 6M | -6.5% | +7.0% | -13.5% | -17.7% |
| YTD | -33.8% | -26.8% | -7.0% | -29.1% |
| 1Y | -33.3% | -42.6% | +9.3% | -18.7% |
| 3Y | +94.6% | -0.3% | +94.9% | +69.0% |
| All | +15.4% | -38.5% | +53.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling