+1.0%
ZS vs SN
+496.6%
-495.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.8% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -4.0% | -5.6% | +1.6% | -3.0% |
| 3M | +25.3% | +48.1% | -22.8% | +17.2% |
| 6M | -1.3% | +57.6% | -58.9% | -9.3% |
| YTD | -28.0% | +56.5% | -84.5% | -33.7% |
| 1Y | -42.5% | +52.6% | -95.0% | -46.9% |
| 3Y | +0.7% | +412.0% | -411.2% | -21.2% |
| All | +1.0% | +496.6% | -495.7% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling