-40.7%
ZS vs SPG
+104.0%
-144.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.0% |
| 7D | -3.8% | -1.7% | -2.2% | -3.0% |
| 30D | -6.0% | -6.3% | +0.3% | -2.4% |
| 3M | +32.0% | -2.4% | +34.4% | +33.6% |
| 6M | +2.1% | +9.6% | -7.5% | -5.2% |
| YTD | -26.2% | +14.2% | -40.4% | -33.7% |
| 1Y | -41.2% | +19.3% | -60.5% | -48.9% |
| 3Y | +3.3% | +106.7% | -103.4% | -43.6% |
| 5Y | -40.7% | +104.2% | -144.9% | -68.7% |
| All | -40.7% | +104.0% | -144.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling