-0.3%
ZS vs SITM
+452.7%
-453.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.1% |
| 7D | -3.1% | +3.9% | -6.9% | -3.6% |
| 30D | -7.2% | -6.6% | -0.6% | -6.6% |
| 3M | +30.5% | -11.9% | +42.3% | +31.0% |
| 6M | +7.0% | +81.1% | -74.2% | -6.8% |
| YTD | -26.8% | +80.0% | -106.8% | -37.3% |
| 1Y | -42.6% | +145.8% | -188.4% | -54.8% |
| 3Y | -0.3% | +475.9% | -476.2% | -38.4% |
| All | -0.3% | +452.7% | -453.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling