+120.4%
XLK vs ZS
+1.4%
+119.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.2% | -3.1% | +3.3% | +0.8% |
| 30D | -0.6% | -7.2% | +6.6% | +0.7% |
| 3M | +2.6% | +30.5% | -27.9% | -4.0% |
| 6M | +34.0% | +7.0% | +27.0% | +26.3% |
| YTD | +30.7% | -26.8% | +57.5% | +37.7% |
| 1Y | +39.2% | -42.6% | +81.8% | +57.8% |
| 3Y | +120.4% | -0.3% | +120.7% | +92.1% |
| All | +120.4% | +1.4% | +119.0% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling