-36.7%
ZS vs SN
+46.4%
-83.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -7.8% | -9.3% | +1.5% | -7.1% |
| 30D | +5.0% | -4.8% | +9.8% | +5.7% |
| 3M | +25.5% | +40.4% | -14.9% | +25.5% |
| 6M | +8.7% | +50.9% | -42.2% | +9.0% |
| YTD | -24.5% | +54.9% | -79.4% | -23.3% |
| 1Y | -36.7% | +43.0% | -79.7% | -31.9% |
| All | -36.7% | +46.4% | -83.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling