-40.7%
ZS vs SFM
+217.9%
-258.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.1% |
| 7D | -3.8% | -7.2% | +3.3% | -2.8% |
| 30D | -6.0% | -14.3% | +8.3% | -4.1% |
| 3M | +32.0% | -13.7% | +45.7% | +34.1% |
| 6M | +2.1% | -6.0% | +8.2% | +1.3% |
| YTD | -26.2% | -8.2% | -17.9% | -26.6% |
| 1Y | -41.2% | -46.2% | +5.1% | -35.3% |
| 3Y | +3.3% | +83.6% | -80.2% | -9.6% |
| 5Y | -40.7% | +212.7% | -253.4% | -46.9% |
| All | -40.7% | +217.9% | -258.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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