+162.7%
XLE vs ZS
+618.8%
-456.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.2% |
| 7D | -12.0% | -16.9% | +4.9% | -11.1% |
| 30D | -2.7% | -7.4% | +4.7% | -2.4% |
| 3M | +6.6% | +21.6% | -15.0% | +5.1% |
| 6M | +9.5% | +42.4% | -32.8% | +6.3% |
| YTD | +40.6% | -12.1% | +52.7% | +40.0% |
| 1Y | +43.6% | -37.8% | +81.4% | +46.1% |
| 3Y | +58.1% | +20.9% | +37.2% | +52.7% |
| 5Y | +152.2% | -41.6% | +193.8% | +146.0% |
| All | +162.7% | +618.8% | -456.0% | +95.2% |
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