-37.6%
ZS vs SAN
+12.6%
-50.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | -2.6% | +4.0% | -6.6% | -2.7% |
| 30D | -12.8% | -7.8% | -5.0% | -12.7% |
| 3M | +2.3% | -16.4% | +18.6% | +2.4% |
| 6M | +26.3% | +3.5% | +22.7% | +25.8% |
| YTD | -14.4% | +6.7% | -21.1% | -12.7% |
| 1Y | -37.6% | +14.5% | -52.1% | -36.5% |
| All | -37.6% | +12.6% | -50.3% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling