-36.7%
ZS vs SPMO
+29.9%
-66.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.6% |
| 7D | -7.8% | +2.0% | -9.8% | -8.0% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | +25.5% | -1.9% | +27.4% | +25.0% |
| 6M | +8.7% | +25.0% | -16.3% | +0.1% |
| YTD | -24.5% | +26.0% | -50.5% | -30.8% |
| 1Y | -36.7% | +28.7% | -65.4% | -43.9% |
| All | -36.7% | +29.9% | -66.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling