+2.2%
SPGI vs ZS
-39.8%
+42.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +1.6% | -13.4% | +15.0% | +3.3% |
| 30D | +16.1% | -16.6% | +32.7% | +18.2% |
| 3M | +15.5% | +10.3% | +5.1% | +12.8% |
| 6M | +19.6% | +28.1% | -8.5% | +11.2% |
| YTD | -3.6% | -13.3% | +9.7% | -6.2% |
| 1Y | +2.2% | -40.7% | +43.0% | +0.5% |
| All | +2.2% | -39.8% | +42.1% | +0.5% |
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