+414.5%
ZS vs SAN
+191.1%
+223.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -7.8% | +1.8% | -9.6% | -8.2% |
| 30D | +5.0% | +2.0% | +3.1% | +4.6% |
| 3M | +25.5% | +19.7% | +5.8% | +20.9% |
| 6M | +8.7% | +30.6% | -21.9% | +2.2% |
| YTD | -24.5% | +28.8% | -53.4% | -29.0% |
| 1Y | -36.7% | +57.8% | -94.5% | -43.1% |
| 3Y | +7.2% | +338.1% | -330.9% | -22.2% |
| 5Y | -40.9% | +384.2% | -425.1% | -59.2% |
| All | +414.5% | +191.1% | +223.4% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling