+0.7%
ZS vs SN
+430.5%
-429.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.8% |
| 3M | +25.3% | +48.1% | -22.8% | +16.1% |
| 6M | -1.3% | +57.6% | -58.9% | -10.4% |
| YTD | -28.0% | +56.5% | -84.5% | -34.5% |
| 1Y | -42.5% | +52.6% | -95.0% | -47.5% |
| 3Y | +0.7% | +412.0% | -411.2% | -30.1% |
| All | +0.7% | +430.5% | -429.7% | -30.1% |
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