-24.3%
ZS vs S
-56.9%
+32.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.6% |
| 7D | -8.1% | +0.1% | -8.1% | -8.1% |
| 30D | -8.4% | -11.8% | +3.4% | -2.1% |
| 3M | +31.1% | +33.9% | -2.9% | +12.0% |
| 6M | +4.4% | +40.1% | -35.7% | -12.1% |
| YTD | -27.3% | +32.1% | -59.4% | -36.6% |
| 1Y | -41.4% | +11.0% | -52.4% | -44.7% |
| 3Y | +1.7% | +16.9% | -15.3% | -15.2% |
| 5Y | -39.6% | -68.9% | +29.3% | -18.1% |
| All | -24.3% | -56.9% | +32.6% | -5.7% |
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