+44.0%
XLP vs ZS
-45.5%
+89.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +2.5% | -2.6% | +5.1% | +2.6% |
| 30D | +7.3% | -12.8% | +20.1% | +7.6% |
| 3M | +8.1% | +2.3% | +5.8% | +7.8% |
| 6M | +10.5% | +26.3% | -15.8% | +9.2% |
| YTD | +21.2% | -14.4% | +35.6% | +21.4% |
| 1Y | +22.7% | -37.6% | +60.3% | +24.5% |
| 3Y | +44.8% | +8.0% | +36.8% | +41.9% |
| All | +44.0% | -45.5% | +89.5% | +36.2% |
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