+132.0%
XLF vs ZS
+488.9%
-356.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.0% |
| 7D | +0.2% | -9.2% | +9.4% | +1.0% |
| 30D | -0.5% | -4.0% | +3.5% | -0.3% |
| 3M | +10.6% | +25.3% | -14.6% | +8.1% |
| 6M | +14.3% | -1.3% | +15.6% | +12.8% |
| YTD | +5.5% | -28.0% | +33.5% | +7.0% |
| 1Y | +9.6% | -42.5% | +52.1% | +13.2% |
| 3Y | +75.2% | +0.7% | +74.4% | +69.8% |
| 5Y | +65.5% | -42.3% | +107.8% | +61.2% |
| All | +132.0% | +488.9% | -356.9% | +78.5% |
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 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