-36.7%
ZS vs SGI
-17.2%
-19.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.5% |
| 7D | -7.8% | +8.5% | -16.4% | -7.7% |
| 30D | +5.0% | +0.7% | +4.4% | +5.0% |
| 3M | +25.5% | +0.6% | +24.9% | +25.5% |
| 6M | +8.7% | -17.9% | +26.6% | +9.7% |
| YTD | -24.5% | -21.2% | -3.3% | -22.7% |
| 1Y | -36.7% | -18.9% | -17.8% | -32.6% |
| All | -36.7% | -17.2% | -19.5% | -32.6% |
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