+5.1%
SPGI vs ZS
-42.6%
+47.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.4% |
| 7D | -2.5% | -9.2% | +6.7% | -0.7% |
| 30D | +5.4% | -4.0% | +9.4% | +5.9% |
| 3M | +9.0% | +25.3% | -16.3% | +4.0% |
| 6M | +0.8% | -1.3% | +2.1% | -1.9% |
| YTD | -12.6% | -28.0% | +15.4% | -9.9% |
| 1Y | -16.1% | -42.5% | +26.4% | -10.3% |
| 3Y | +19.0% | +0.7% | +18.3% | +10.0% |
| 5Y | +5.1% | -42.3% | +47.4% | -3.1% |
| All | +5.1% | -42.6% | +47.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling