+485.5%
ZS vs SFM
+112.0%
+373.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -5.2% | -0.4% | -4.8% | -5.2% |
| 30D | -15.5% | -19.2% | +3.7% | -13.6% |
| 3M | +9.0% | -40.3% | +49.3% | +15.6% |
| 6M | +32.2% | -40.9% | +73.1% | +39.5% |
| YTD | -14.1% | -35.5% | +21.4% | -10.9% |
| 1Y | -39.1% | -37.4% | -1.6% | -36.6% |
| 3Y | +10.4% | +25.5% | -15.1% | +5.1% |
| 5Y | -44.6% | +113.0% | -157.7% | -50.6% |
| All | +485.5% | +112.0% | +373.6% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling