+9.1%
XLF vs ZS
-37.1%
+46.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | 0.0% | -7.8% | +7.8% | +0.4% |
| 30D | +0.2% | +5.0% | -4.9% | -0.2% |
| 3M | +11.7% | +25.5% | -13.8% | +10.2% |
| 6M | +13.8% | +8.7% | +5.1% | +12.2% |
| YTD | +7.0% | -24.5% | +31.5% | +6.5% |
| 1Y | +9.1% | -36.7% | +45.8% | +9.0% |
| All | +9.1% | -37.1% | +46.2% | +9.0% |
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