+45.3%
XOP vs ZS
-31.8%
+77.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.4% |
| 7D | -10.5% | -12.3% | +1.7% | -10.4% |
| 30D | -4.3% | +11.2% | -15.6% | -4.4% |
| 3M | +4.7% | +37.5% | -32.8% | +4.3% |
| 6M | -0.1% | +57.8% | -57.9% | -0.1% |
| YTD | +43.8% | -0.2% | +44.1% | +39.2% |
| 1Y | +45.3% | -31.6% | +76.9% | +43.8% |
| All | +45.3% | -31.8% | +77.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling