+180.0%
SPGI vs ZS
+608.8%
-428.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.6% | -13.4% | +15.0% | +3.9% |
| 30D | +16.1% | -16.6% | +32.7% | +19.1% |
| 3M | +15.5% | +10.3% | +5.1% | +12.4% |
| 6M | +19.6% | +28.1% | -8.5% | +11.5% |
| YTD | -3.6% | -13.3% | +9.7% | -4.8% |
| 1Y | +2.2% | -40.7% | +43.0% | +7.3% |
| 3Y | +30.1% | +11.4% | +18.8% | +19.7% |
| 5Y | +14.9% | -42.2% | +57.1% | +10.3% |
| All | +180.0% | +608.8% | -428.8% | +83.7% |
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