-40.7%
ZS vs SAN
+384.1%
-424.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | -3.8% | -0.5% | -3.4% | -3.7% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | +32.0% | +19.6% | +12.4% | +23.7% |
| 6M | +2.1% | +32.7% | -30.5% | -8.9% |
| YTD | -26.2% | +26.7% | -52.8% | -33.4% |
| 1Y | -41.2% | +51.6% | -92.8% | -50.8% |
| 3Y | +3.3% | +348.7% | -345.4% | -46.0% |
| 5Y | -40.7% | +378.7% | -419.5% | -73.5% |
| All | -40.7% | +384.1% | -424.8% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling