-10.9%
ZS vs S
-51.7%
+40.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.6% | +2.0% | -4.6% | -4.1% |
| 30D | -12.8% | -2.7% | -10.1% | -11.8% |
| 3M | +2.3% | -6.9% | +9.2% | +6.1% |
| 6M | +26.3% | +38.1% | -11.8% | +6.8% |
| YTD | -14.4% | +48.0% | -62.4% | -29.9% |
| 1Y | -37.6% | +34.5% | -72.1% | -46.8% |
| 3Y | +8.0% | +38.3% | -30.3% | -17.7% |
| 5Y | -44.9% | -70.9% | +26.0% | -26.0% |
| All | -10.9% | -51.7% | +40.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling