-39.6%
ZS vs SEI
+950.2%
-989.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -1.1% |
| 7D | -8.1% | +20.7% | -28.7% | -9.9% |
| 30D | -8.4% | +9.1% | -17.6% | -9.5% |
| 3M | +31.1% | -6.0% | +37.1% | +30.5% |
| 6M | +4.4% | +18.9% | -14.6% | +0.4% |
| YTD | -27.3% | +40.1% | -67.4% | -32.0% |
| 1Y | -41.4% | +120.6% | -162.0% | -48.5% |
| 3Y | +1.7% | +562.1% | -560.5% | -25.6% |
| 5Y | -39.6% | +954.5% | -994.1% | -53.1% |
| All | -39.6% | +950.2% | -989.7% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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