-44.3%
ZS vs SGI
+41.4%
-85.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.6% | -5.3% | +2.7% | -0.4% |
| 30D | -12.8% | -2.1% | -10.8% | -12.7% |
| 3M | +2.3% | -8.2% | +10.5% | +4.9% |
| 6M | +26.3% | -4.6% | +30.8% | +25.1% |
| YTD | -14.4% | -31.5% | +17.0% | -2.9% |
| 1Y | -37.6% | -30.8% | -6.8% | -29.8% |
| 3Y | +8.0% | +67.2% | -59.2% | -32.0% |
| All | -44.3% | +41.4% | -85.7% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling