+8.0%
ZS vs SMTC
+698.5%
-690.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -2.6% | +11.0% | -13.7% | -3.8% |
| 30D | -12.8% | -28.5% | +15.7% | -10.5% |
| 3M | +2.3% | -14.2% | +16.5% | +1.7% |
| 6M | +26.3% | -18.0% | +44.3% | +24.5% |
| YTD | -14.4% | +55.5% | -69.9% | -24.2% |
| 1Y | -37.6% | +69.5% | -107.2% | -45.7% |
| 3Y | +8.0% | +699.7% | -691.6% | -30.7% |
| All | +8.0% | +698.5% | -690.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling