-38.6%
ZS vs SONY
+9.6%
-48.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -1.5% |
| 30D | -7.2% | +1.5% | -8.7% | -8.2% |
| 3M | +30.5% | +13.0% | +17.5% | +20.9% |
| 6M | +7.0% | +11.2% | -4.2% | -0.4% |
| YTD | -26.8% | -6.6% | -20.2% | -24.6% |
| 1Y | -42.6% | -18.1% | -24.5% | -36.4% |
| 3Y | -0.3% | +42.1% | -42.4% | -30.0% |
| All | -38.6% | +9.6% | -48.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling