+64.3%
XLF vs ZS
-38.5%
+102.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.6% |
| 7D | -1.5% | -3.1% | +1.6% | -1.1% |
| 30D | -1.2% | -7.2% | +6.1% | -0.5% |
| 3M | +9.2% | +30.5% | -21.3% | +5.5% |
| 6M | +16.3% | +7.0% | +9.4% | +13.2% |
| YTD | +5.4% | -26.8% | +32.3% | +7.3% |
| 1Y | +7.6% | -42.6% | +50.2% | +12.6% |
| 3Y | +74.2% | -0.3% | +74.5% | +66.6% |
| All | +64.3% | -38.5% | +102.8% | +51.5% |
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 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