+41.6%
XLE vs ZS
-39.8%
+81.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | -6.7% | -13.4% | +6.7% | -6.6% |
| 30D | -4.4% | -16.6% | +12.2% | -4.3% |
| 3M | +4.0% | +10.3% | -6.3% | +4.3% |
| 6M | +13.2% | +28.1% | -15.0% | +14.5% |
| YTD | +41.9% | -13.3% | +55.2% | +39.1% |
| 1Y | +41.6% | -40.7% | +82.4% | +37.5% |
| All | +41.6% | -39.8% | +81.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling