-16.5%
SOUN vs ZS
-21.2%
+4.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | -7.1% | -3.1% | -4.0% | -5.6% |
| 30D | -15.4% | -7.2% | -8.2% | -12.5% |
| 3M | -10.6% | +30.5% | -41.0% | -23.9% |
| 6M | -19.6% | +7.0% | -26.6% | -28.7% |
| YTD | -37.2% | -26.8% | -10.4% | -31.6% |
| 1Y | -57.1% | -42.6% | -14.5% | -46.5% |
| 3Y | +178.2% | -0.3% | +178.5% | +159.8% |
| All | -16.5% | -21.2% | +4.7% | -1.7% |
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