+254.8%
SPOT vs ZS
+496.9%
-242.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.2% |
| 7D | -2.9% | -9.2% | +6.4% | -0.1% |
| 30D | +8.3% | -4.0% | +12.3% | +8.8% |
| 3M | +5.1% | +25.3% | -20.2% | -2.8% |
| 6M | -6.5% | -1.3% | -5.2% | -10.5% |
| YTD | -9.0% | -28.0% | +19.0% | -4.7% |
| 1Y | -26.4% | -42.5% | +16.1% | -18.1% |
| 3Y | +240.0% | +0.7% | +239.3% | +206.5% |
| 5Y | +111.7% | -42.3% | +154.0% | +108.5% |
| All | +254.8% | +496.9% | -242.1% | +127.5% |
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 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