-38.6%
ZS vs SNY
+9.4%
-48.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -7.2% | -2.2% | -5.1% | -7.0% |
| 3M | +30.5% | -3.0% | +33.5% | +30.9% |
| 6M | +7.0% | +2.7% | +4.2% | +6.2% |
| YTD | -26.8% | -6.8% | -20.0% | -26.4% |
| 1Y | -42.6% | -5.3% | -37.3% | -42.4% |
| 3Y | -0.3% | -9.8% | +9.5% | -0.7% |
| All | -38.6% | +9.4% | -48.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling