+395.4%
ZS vs SCHG
+290.3%
+105.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.0% |
| 7D | -8.1% | -2.7% | -5.3% | -4.6% |
| 30D | -8.4% | -2.2% | -6.2% | -5.4% |
| 3M | +31.1% | +6.2% | +24.9% | +21.7% |
| 6M | +4.4% | +13.4% | -9.0% | -11.1% |
| YTD | -27.3% | +7.1% | -34.4% | -33.1% |
| 1Y | -41.4% | +12.5% | -53.9% | -49.4% |
| 3Y | +1.7% | +86.2% | -84.5% | -54.6% |
| 5Y | -39.6% | +83.9% | -123.5% | -70.9% |
| All | +395.4% | +290.3% | +105.1% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling