+34.1%
XLP vs ZS
-42.1%
+76.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -1.0% | -7.8% | +6.8% | -0.8% |
| 30D | -0.9% | +5.0% | -5.9% | -1.0% |
| 3M | +3.8% | +25.5% | -21.7% | +3.1% |
| 6M | -1.7% | +8.7% | -10.4% | -2.4% |
| YTD | +10.3% | -24.5% | +34.8% | +11.0% |
| 1Y | +7.8% | -36.7% | +44.5% | +9.1% |
| 3Y | +27.2% | +7.2% | +20.0% | +24.4% |
| All | +34.1% | -42.1% | +76.2% | +25.6% |
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