+52.5%
SOXX vs ZS
-31.8%
+84.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -13.7% | -12.3% | -1.4% | -13.9% |
| 30D | -23.6% | +11.2% | -34.8% | -23.2% |
| 3M | -16.9% | +37.5% | -54.4% | -15.6% |
| 6M | -2.4% | +57.8% | -60.2% | +0.4% |
| YTD | +49.8% | -0.2% | +50.0% | +61.5% |
| 1Y | +52.5% | -31.6% | +84.2% | +68.0% |
| All | +52.5% | -31.8% | +84.3% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling