-31.6%
ZS vs SM
+70.4%
-102.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.3% | +15.0% | +0.7% |
| 7D | -12.3% | -21.5% | +9.2% | -10.9% |
| 30D | +11.2% | -11.4% | +22.6% | +12.1% |
| 3M | +37.5% | +0.6% | +36.9% | +37.4% |
| 6M | +57.8% | +0.2% | +57.6% | +57.7% |
| YTD | -0.2% | +69.7% | -69.9% | +6.5% |
| 1Y | -31.6% | +71.6% | -103.2% | -27.7% |
| All | -31.6% | +70.4% | -102.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling