+20.0%
ZS vs SN
+671.3%
-651.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.9% |
| 7D | -2.6% | +1.5% | -4.2% | -2.9% |
| 30D | -12.8% | +21.5% | -34.3% | -16.0% |
| 3M | +2.3% | +20.0% | -17.8% | -1.3% |
| 6M | +26.3% | +119.9% | -93.7% | +9.8% |
| YTD | -14.4% | +102.3% | -116.7% | -25.0% |
| 1Y | -37.6% | +148.0% | -185.6% | -47.6% |
| 3Y | +8.0% | +450.0% | -442.0% | -18.7% |
| All | +20.0% | +671.3% | -651.3% | -10.3% |
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