+414.5%
ZS vs SMTC
+281.2%
+133.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.2% | -13.7% | -6.9% |
| 7D | -7.8% | +12.7% | -20.6% | -10.9% |
| 30D | +5.0% | +22.0% | -16.9% | -2.1% |
| 3M | +25.5% | -12.7% | +38.2% | +25.2% |
| 6M | +8.7% | +64.8% | -56.1% | -12.7% |
| YTD | -24.5% | +100.7% | -125.2% | -43.6% |
| 1Y | -36.7% | +146.9% | -183.6% | -56.5% |
| 3Y | +7.2% | +456.8% | -449.6% | -56.9% |
| 5Y | -40.9% | +89.2% | -130.2% | -61.8% |
| All | +414.5% | +281.2% | +133.4% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling