+20.9%
ZS vs SN
+397.9%
-377.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.7% | -3.6% |
| 7D | -16.9% | +7.2% | -24.1% | -18.1% |
| 30D | -7.4% | +20.4% | -27.8% | -11.1% |
| 3M | +21.6% | +23.9% | -2.3% | +16.1% |
| 6M | +42.4% | +93.0% | -50.7% | +24.6% |
| YTD | -12.1% | +99.2% | -111.4% | -24.0% |
| 1Y | -37.8% | +142.6% | -180.4% | -48.8% |
| 3Y | +20.9% | +398.8% | -377.9% | -10.4% |
| All | +20.9% | +397.9% | -377.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling