+483.2%
ZS vs SGI
+455.6%
+27.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.6% | -5.3% | +2.7% | -1.2% |
| 30D | -12.8% | -2.1% | -10.8% | -12.7% |
| 3M | +2.3% | -8.2% | +10.5% | +4.1% |
| 6M | +26.3% | -4.6% | +30.8% | +25.9% |
| YTD | -14.4% | -31.5% | +17.0% | -7.2% |
| 1Y | -37.6% | -30.8% | -6.8% | -32.7% |
| 3Y | +8.0% | +67.2% | -59.2% | -12.7% |
| 5Y | -44.9% | +42.5% | -87.4% | -55.7% |
| All | +483.2% | +455.6% | +27.6% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling