-39.6%
ZS vs SITM
+176.0%
-215.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.1% |
| 7D | -8.1% | +4.8% | -12.9% | -9.3% |
| 30D | -8.4% | -9.7% | +1.3% | -6.5% |
| 3M | +31.1% | -9.3% | +40.4% | +29.9% |
| 6M | +4.4% | +69.5% | -65.1% | -16.7% |
| YTD | -27.3% | +70.5% | -97.8% | -43.8% |
| 1Y | -41.4% | +145.3% | -186.6% | -60.9% |
| 3Y | +1.7% | +432.8% | -431.1% | -57.1% |
| 5Y | -39.6% | +174.0% | -213.6% | -71.6% |
| All | -39.6% | +176.0% | -215.6% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling