-42.6%
ZS vs BOXX
+4.0%
-46.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | -0.1% |
| 7D | -3.1% | +0.1% | -3.1% | -3.9% |
| 30D | -7.2% | +0.3% | -7.5% | -12.0% |
| 3M | +30.5% | +1.0% | +29.4% | +7.8% |
| 6M | +7.0% | +1.9% | +5.0% | -16.6% |
| YTD | -26.8% | +2.7% | -29.5% | -39.9% |
| 1Y | -42.6% | +4.0% | -46.6% | -50.8% |
| All | -42.6% | +4.0% | -46.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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