+398.6%
ZS vs SAN
+191.7%
+206.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | +0.2% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -7.2% | +0.9% | -8.2% | -7.4% |
| 3M | +30.5% | +19.1% | +11.4% | +25.8% |
| 6M | +7.0% | +33.2% | -26.2% | +0.2% |
| YTD | -26.8% | +29.1% | -56.0% | -31.2% |
| 1Y | -42.6% | +50.2% | -92.8% | -47.8% |
| 3Y | -0.3% | +351.0% | -351.3% | -28.0% |
| 5Y | -39.2% | +394.7% | -433.9% | -58.1% |
| All | +398.6% | +191.7% | +206.9% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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