-42.3%
ZS vs SM
+111.2%
-153.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.3% | -5.4% |
| 7D | -9.2% | -0.2% | -9.1% | -9.2% |
| 30D | -4.0% | +31.5% | -35.5% | -9.3% |
| 3M | +25.3% | +17.3% | +8.0% | +20.2% |
| 6M | -1.3% | +48.5% | -49.8% | -10.1% |
| YTD | -28.0% | +106.3% | -134.3% | -39.3% |
| 1Y | -42.5% | +47.3% | -89.8% | -48.2% |
| 3Y | +0.7% | -1.4% | +2.2% | -5.2% |
| 5Y | -42.3% | +114.0% | -156.3% | -47.8% |
| All | -42.3% | +111.2% | -153.5% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling