+78.5%
SPY vs ZS
+0.9%
+77.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | +0.5% | -9.2% | +9.8% | +1.8% |
| 30D | -0.9% | -4.0% | +3.1% | -0.6% |
| 3M | +3.9% | +25.3% | -21.4% | +0.3% |
| 6M | +14.5% | -1.3% | +15.8% | +12.1% |
| YTD | +12.9% | -28.0% | +40.9% | +17.3% |
| 1Y | +19.4% | -42.5% | +61.9% | +29.4% |
| 3Y | +78.5% | +0.7% | +77.7% | +60.1% |
| All | +78.5% | +0.9% | +77.6% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling