+0.7%
ZS vs SAN
+356.8%
-356.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.5% |
| 7D | -9.2% | +3.3% | -12.5% | -9.9% |
| 30D | -4.0% | +1.1% | -5.1% | -4.3% |
| 3M | +25.3% | +22.2% | +3.1% | +19.2% |
| 6M | -1.3% | +36.0% | -37.3% | -9.6% |
| YTD | -28.0% | +28.2% | -56.2% | -33.1% |
| 1Y | -42.5% | +54.1% | -96.6% | -49.9% |
| 3Y | +0.7% | +354.2% | -353.5% | -37.2% |
| All | +0.7% | +356.8% | -356.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling