-42.3%
ZS vs S
-72.3%
+30.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -3.4% |
| 7D | -9.2% | -5.8% | -3.4% | -6.1% |
| 30D | -4.0% | -9.2% | +5.2% | +1.3% |
| 3M | +25.3% | +23.4% | +1.9% | +11.5% |
| 6M | -1.3% | +36.9% | -38.2% | -16.3% |
| YTD | -28.0% | +29.5% | -57.5% | -36.8% |
| 1Y | -42.5% | +5.4% | -47.9% | -44.4% |
| 3Y | +0.7% | +14.7% | -14.0% | -16.1% |
| 5Y | -42.3% | -71.5% | +29.2% | -15.6% |
| All | -42.3% | -72.3% | +30.0% | -15.6% |
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