+0.7%
ZS vs SPG
+112.2%
-111.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.0% |
| 7D | -9.2% | 0.0% | -9.2% | -9.2% |
| 30D | -4.0% | -4.9% | +1.0% | -2.5% |
| 3M | +25.3% | +3.3% | +22.0% | +24.0% |
| 6M | -1.3% | +11.2% | -12.5% | -5.7% |
| YTD | -28.0% | +17.1% | -45.1% | -33.0% |
| 1Y | -42.5% | +21.6% | -64.1% | -47.5% |
| 3Y | +0.7% | +111.9% | -111.1% | -29.6% |
| All | +0.7% | +112.2% | -111.5% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling