+42.0%
SOFI vs ZS
-16.8%
+58.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.3% | -5.1% |
| 7D | -2.9% | -3.8% | +1.0% | -1.1% |
| 30D | -4.4% | -6.0% | +1.6% | -2.1% |
| 3M | +5.2% | +32.0% | -26.8% | -10.0% |
| 6M | -7.8% | +2.1% | -9.9% | -16.8% |
| YTD | -33.8% | -26.2% | -7.7% | -29.5% |
| 1Y | -33.3% | -41.2% | +7.9% | -19.7% |
| 3Y | +102.7% | +3.3% | +99.4% | +72.2% |
| 5Y | +10.5% | -40.7% | +51.2% | +15.3% |
| All | +42.0% | -16.8% | +58.9% | +17.9% |
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 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