+398.6%
ZS vs SCHG
+293.7%
+104.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -1.8% |
| 30D | -7.2% | -1.3% | -5.9% | -5.3% |
| 3M | +30.5% | +5.4% | +25.0% | +22.3% |
| 6M | +7.0% | +14.4% | -7.4% | -10.0% |
| YTD | -26.8% | +8.0% | -34.9% | -33.4% |
| 1Y | -42.6% | +12.7% | -55.3% | -50.6% |
| 3Y | -0.3% | +85.6% | -85.9% | -55.3% |
| 5Y | -39.2% | +85.5% | -124.7% | -71.0% |
| All | +398.6% | +293.7% | +104.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling