+395.4%
ZS vs SPG
+105.8%
+289.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -8.1% | -2.2% | -5.9% | -7.8% |
| 30D | -8.4% | -5.8% | -2.7% | -7.8% |
| 3M | +31.1% | -2.8% | +33.9% | +31.5% |
| 6M | +4.4% | +8.9% | -4.5% | +3.0% |
| YTD | -27.3% | +14.3% | -41.6% | -28.9% |
| 1Y | -41.4% | +19.5% | -60.8% | -43.0% |
| 3Y | +1.7% | +106.9% | -105.2% | -7.5% |
| 5Y | -39.6% | +108.7% | -148.3% | -45.3% |
| All | +395.4% | +105.8% | +289.6% | +503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling