+485.5%
ZS vs SM
+111.0%
+374.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.7% |
| 7D | -5.2% | +10.6% | -15.8% | -6.0% |
| 30D | -15.5% | -15.0% | -0.5% | -14.6% |
| 3M | +9.0% | +1.7% | +7.3% | +8.6% |
| 6M | +32.2% | +5.9% | +26.3% | +31.1% |
| YTD | -14.1% | +79.0% | -93.1% | -18.4% |
| 1Y | -39.1% | +84.7% | -123.7% | -42.3% |
| 3Y | +10.4% | -3.5% | +13.8% | +8.2% |
| 5Y | -44.6% | +4.9% | -49.6% | -46.3% |
| All | +485.5% | +111.0% | +374.5% | +398.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling