+483.8%
XLK vs ZS
+504.0%
-20.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +2.3% | -3.8% | +6.2% | +3.1% |
| 30D | +0.8% | -6.0% | +6.8% | +1.9% |
| 3M | +4.1% | +32.0% | -27.9% | -2.8% |
| 6M | +34.8% | +2.1% | +32.6% | +29.3% |
| YTD | +30.8% | -26.2% | +57.0% | +34.3% |
| 1Y | +42.4% | -41.2% | +83.5% | +53.4% |
| 3Y | +121.8% | +3.3% | +118.5% | +105.7% |
| 5Y | +146.6% | -40.7% | +187.3% | +139.8% |
| All | +483.8% | +504.0% | -20.2% | +266.0% |
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 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