+398.6%
ZS vs SIRI
-43.8%
+442.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -3.1% | +0.6% | -3.6% | -3.2% |
| 30D | -7.2% | +2.5% | -9.7% | -7.8% |
| 3M | +30.5% | +6.6% | +23.9% | +28.5% |
| 6M | +7.0% | +32.9% | -25.9% | 0.0% |
| YTD | -26.8% | +50.5% | -77.3% | -33.9% |
| 1Y | -42.6% | +28.0% | -70.6% | -46.4% |
| 3Y | -0.3% | -22.4% | +22.1% | 0.0% |
| 5Y | -39.2% | -41.3% | +2.1% | -37.2% |
| All | +398.6% | -43.8% | +442.5% | +420.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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