+81.7%
SPY vs ZS
-40.8%
+122.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.9% |
| 7D | -0.4% | -3.8% | +3.5% | +0.2% |
| 30D | -1.4% | -6.0% | +4.6% | -0.7% |
| 3M | +3.7% | +32.0% | -28.3% | -1.2% |
| 6M | +13.0% | +2.1% | +10.9% | +9.6% |
| YTD | +12.4% | -26.2% | +38.5% | +15.0% |
| 1Y | +18.5% | -41.2% | +59.7% | +25.9% |
| 3Y | +77.6% | +3.3% | +74.3% | +66.0% |
| 5Y | +81.7% | -40.7% | +122.4% | +70.9% |
| All | +81.7% | -40.8% | +122.5% | +70.9% |
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