+483.2%
ZS vs SMTC
+195.3%
+287.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.6% |
| 7D | -2.6% | +11.0% | -13.7% | -5.5% |
| 30D | -12.8% | -28.5% | +15.7% | -6.7% |
| 3M | +2.3% | -14.2% | +16.5% | +1.2% |
| 6M | +26.3% | -18.0% | +44.3% | +21.8% |
| YTD | -14.4% | +55.5% | -69.9% | -34.3% |
| 1Y | -37.6% | +69.5% | -107.2% | -53.7% |
| 3Y | +8.0% | +699.7% | -691.6% | -65.2% |
| 5Y | -44.9% | +27.4% | -72.3% | -61.2% |
| All | +483.2% | +195.3% | +287.9% | +153.7% |
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 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