+131.8%
XLF vs ZS
+498.3%
-366.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | -1.5% | -3.1% | +1.6% | -1.2% |
| 30D | -1.2% | -7.2% | +6.1% | -0.6% |
| 3M | +9.2% | +30.5% | -21.3% | +6.3% |
| 6M | +16.3% | +7.0% | +9.4% | +14.0% |
| YTD | +5.4% | -26.8% | +32.3% | +6.7% |
| 1Y | +7.6% | -42.6% | +50.2% | +11.2% |
| 3Y | +74.2% | -0.3% | +74.5% | +69.0% |
| 5Y | +66.1% | -39.2% | +105.3% | +61.2% |
| All | +131.8% | +498.3% | -366.5% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling