+771.9%
SOXX vs ZS
+494.5%
+277.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.4% |
| 7D | +3.0% | -8.1% | +11.1% | +5.0% |
| 30D | -3.1% | -8.4% | +5.3% | -1.5% |
| 3M | -4.4% | +31.1% | -35.5% | -11.5% |
| 6M | +52.9% | +4.4% | +48.5% | +44.1% |
| YTD | +72.0% | -27.3% | +99.3% | +76.7% |
| 1Y | +105.1% | -41.4% | +146.5% | +122.5% |
| 3Y | +220.6% | +1.7% | +218.9% | +193.3% |
| 5Y | +244.8% | -39.6% | +284.4% | +233.4% |
| All | +771.9% | +494.5% | +277.4% | +436.8% |
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