-43.9%
ZS vs S
-69.1%
+25.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.0% |
| 7D | -16.9% | -13.4% | -3.5% | -9.5% |
| 30D | -7.4% | -14.0% | +6.5% | +1.0% |
| 3M | +21.6% | +4.9% | +16.7% | +18.6% |
| 6M | +42.4% | +42.0% | +0.4% | +17.9% |
| YTD | -12.1% | +45.1% | -57.3% | -27.8% |
| 1Y | -37.8% | +33.1% | -70.9% | -47.0% |
| 3Y | +20.9% | +40.6% | -19.7% | -11.1% |
| All | -43.9% | -69.1% | +25.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling