-31.6%
ZS vs SGI
-10.7%
-20.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | 0.0% |
| 7D | -12.3% | +12.1% | -24.3% | -11.8% |
| 30D | +11.2% | +12.1% | -0.9% | +11.7% |
| 3M | +37.5% | +0.4% | +37.1% | +37.9% |
| 6M | +57.8% | -4.0% | +61.8% | +56.8% |
| YTD | -0.2% | -21.2% | +21.0% | +1.9% |
| 1Y | -31.6% | -12.1% | -19.6% | -29.9% |
| All | -31.6% | -10.7% | -20.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling