+403.3%
ZS vs SM
+144.5%
+258.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -6.0% | +20.3% | -26.3% | -7.3% |
| 3M | +32.0% | +22.9% | +9.1% | +29.5% |
| 6M | +2.1% | +47.8% | -45.7% | -1.2% |
| YTD | -26.2% | +107.5% | -133.6% | -30.5% |
| 1Y | -41.2% | +51.7% | -92.9% | -43.5% |
| 3Y | +3.3% | -0.9% | +4.2% | +1.0% |
| 5Y | -40.7% | +112.2% | -153.0% | -44.1% |
| All | +403.3% | +144.5% | +258.8% | +324.6% |
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