-31.6%
ZS vs SARO
-7.8%
-23.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -12.3% | +15.8% | -28.0% | -12.5% |
| 30D | +11.2% | +22.2% | -11.0% | +10.6% |
| 3M | +37.5% | -16.2% | +53.7% | +41.6% |
| 6M | +57.8% | +4.6% | +53.2% | +57.5% |
| YTD | -0.2% | -10.4% | +10.1% | +5.3% |
| 1Y | -31.6% | -6.5% | -25.1% | -29.3% |
| All | -31.6% | -7.8% | -23.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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