-10.3%
ZS vs S
-48.3%
+38.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | -13.7% | +1.2% | -14.9% | -14.4% |
| 30D | -14.2% | -7.3% | -6.8% | -10.8% |
| 3M | +8.5% | +5.9% | +2.7% | +5.1% |
| 6M | +30.2% | +45.6% | -15.4% | +7.0% |
| YTD | -13.8% | +58.5% | -72.4% | -31.9% |
| 1Y | -41.5% | +37.6% | -79.1% | -50.7% |
| 3Y | +10.7% | +51.7% | -40.9% | -19.7% |
| 5Y | -43.6% | -67.5% | +23.9% | -27.7% |
| All | -10.3% | -48.3% | +38.0% | +1.3% |
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