+226.8%
SOXX vs ZS
+1.4%
+225.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.7% |
| 7D | +1.4% | -3.1% | +4.5% | +2.0% |
| 30D | -3.6% | -7.2% | +3.6% | -2.5% |
| 3M | -10.2% | +30.5% | -40.6% | -15.8% |
| 6M | +54.2% | +7.0% | +47.3% | +45.2% |
| YTD | +75.2% | -26.8% | +102.1% | +87.0% |
| 1Y | +107.5% | -42.6% | +150.1% | +142.0% |
| 3Y | +226.8% | -0.3% | +227.1% | +173.9% |
| All | +226.8% | +1.4% | +225.4% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling