-1.0%
ZS vs SONY
+40.0%
-40.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -8.1% | -5.8% | -2.3% | -6.1% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | +31.1% | +13.3% | +17.8% | +25.2% |
| 6M | +4.4% | +8.5% | -4.1% | +1.3% |
| YTD | -27.3% | -8.1% | -19.2% | -25.5% |
| 1Y | -41.4% | -17.9% | -23.5% | -37.8% |
| All | -1.0% | +40.0% | -40.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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