-41.4%
ZS vs SM
+51.5%
-92.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -8.1% | +2.1% | -10.2% | -8.1% |
| 30D | -8.4% | +18.1% | -26.6% | -9.1% |
| 3M | +31.1% | +17.0% | +14.1% | +30.1% |
| 6M | +4.4% | +55.4% | -51.0% | +5.5% |
| YTD | -27.3% | +108.6% | -135.9% | -23.8% |
| 1Y | -41.4% | +45.7% | -87.0% | -39.5% |
| All | -41.4% | +51.5% | -92.8% | -39.5% |
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 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