-41.2%
ZS vs S
+5.0%
-46.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -3.8% | -1.2% | -2.6% | -2.9% |
| 30D | -6.0% | -12.6% | +6.6% | +3.6% |
| 3M | +32.0% | +27.6% | +4.4% | +8.6% |
| 6M | +2.1% | +35.5% | -33.3% | -18.2% |
| YTD | -26.2% | +29.6% | -55.8% | -40.1% |
| 1Y | -41.2% | +8.1% | -49.3% | -48.9% |
| All | -41.2% | +5.0% | -46.2% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling