+414.5%
ZS vs SM
+134.6%
+279.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.3% |
| 7D | -7.8% | +0.1% | -7.9% | -7.8% |
| 30D | +5.0% | +26.3% | -21.3% | +3.2% |
| 3M | +25.5% | +8.7% | +16.9% | +24.4% |
| 6M | +8.7% | +51.7% | -43.0% | +5.0% |
| YTD | -24.5% | +99.0% | -123.6% | -28.7% |
| 1Y | -36.7% | +34.6% | -71.3% | -38.6% |
| 3Y | +7.2% | -7.8% | +15.0% | +5.4% |
| 5Y | -40.9% | +104.8% | -145.7% | -44.1% |
| All | +414.5% | +134.6% | +279.9% | +335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling