+390.7%
ZS vs SONY
+142.9%
+247.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.4% | -2.2% |
| 7D | -9.2% | -5.2% | -4.1% | -6.3% |
| 30D | -4.0% | +0.3% | -4.3% | -4.3% |
| 3M | +25.3% | +6.2% | +19.1% | +20.4% |
| 6M | -1.3% | +9.5% | -10.8% | -7.3% |
| YTD | -28.0% | -8.1% | -19.9% | -25.4% |
| 1Y | -42.5% | -17.9% | -24.6% | -36.8% |
| 3Y | +0.7% | +41.5% | -40.8% | -25.4% |
| 5Y | -42.3% | +11.8% | -54.1% | -50.3% |
| All | +390.7% | +142.9% | +247.8% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling