+390.7%
ZS vs SEI
+433.3%
-42.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +16.3% | -20.9% | -6.3% |
| 7D | -9.2% | +28.8% | -38.1% | -11.8% |
| 30D | -4.0% | +10.4% | -14.3% | -5.3% |
| 3M | +25.3% | -11.4% | +36.7% | +25.4% |
| 6M | -1.3% | +31.2% | -32.5% | -6.2% |
| YTD | -28.0% | +39.7% | -67.7% | -32.5% |
| 1Y | -42.5% | +149.0% | -191.5% | -50.0% |
| 3Y | +0.7% | +560.2% | -559.5% | -25.6% |
| 5Y | -42.3% | +955.7% | -998.0% | -60.3% |
| All | +390.7% | +433.3% | -42.5% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling