+147.5%
SPGI vs ZS
+504.0%
-356.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.0% |
| 7D | -3.1% | -3.8% | +0.7% | -2.5% |
| 30D | +2.0% | -6.0% | +8.0% | +2.8% |
| 3M | +4.3% | +32.0% | -27.7% | -0.8% |
| 6M | -0.2% | +2.1% | -2.4% | -3.1% |
| YTD | -14.8% | -26.2% | +11.4% | -12.9% |
| 1Y | -18.5% | -41.2% | +22.6% | -13.9% |
| 3Y | +16.0% | +3.3% | +12.6% | +8.6% |
| 5Y | +2.2% | -40.7% | +42.9% | -1.2% |
| All | +147.5% | +504.0% | -356.5% | +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 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