+162.3%
SPGI vs ZS
+517.5%
-355.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | +0.1% | -7.8% | +8.0% | +1.4% |
| 30D | +8.4% | +5.0% | +3.4% | +7.2% |
| 3M | +11.8% | +25.5% | -13.7% | +7.2% |
| 6M | +5.7% | +8.7% | -3.0% | +1.6% |
| YTD | -9.7% | -24.5% | +14.8% | -8.0% |
| 1Y | -12.5% | -36.7% | +24.2% | -8.6% |
| 3Y | +21.8% | +7.2% | +14.6% | +13.4% |
| 5Y | +8.2% | -40.9% | +49.1% | +4.6% |
| All | +162.3% | +517.5% | -355.1% | +77.4% |
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