+256.4%
ZS vs SITM
+4,437.5%
-4,181.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -3.8% | +3.7% | -7.5% | -4.7% |
| 30D | -6.0% | -14.5% | +8.5% | -3.1% |
| 3M | +32.0% | -10.6% | +42.6% | +31.5% |
| 6M | +2.1% | +65.5% | -63.4% | -14.4% |
| YTD | -26.2% | +67.0% | -93.2% | -39.7% |
| 1Y | -41.2% | +138.6% | -179.8% | -57.1% |
| 3Y | +3.3% | +421.8% | -418.5% | -45.2% |
| 5Y | -40.7% | +172.4% | -213.2% | -65.5% |
| All | +256.4% | +4,437.5% | -4,181.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling