+42.0%
XLP vs ZS
-42.0%
+84.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | +0.7% | -16.9% | +17.6% | +1.1% |
| 30D | +10.3% | -7.4% | +17.7% | +10.3% |
| 3M | +6.5% | +21.6% | -15.0% | +5.8% |
| 6M | +8.4% | +42.4% | -34.0% | +6.8% |
| YTD | +18.2% | -12.1% | +30.3% | +18.3% |
| 1Y | +22.4% | -37.8% | +60.3% | +24.3% |
| 3Y | +41.9% | +20.9% | +21.0% | +38.4% |
| All | +42.0% | -42.0% | +84.0% | +34.0% |
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 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