-31.6%
ZS vs SPMO
+11.0%
-42.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -12.3% | -8.9% | -3.4% | -11.9% |
| 30D | +11.2% | -13.8% | +25.0% | +11.6% |
| 3M | +37.5% | -12.5% | +50.0% | +38.0% |
| 6M | +57.8% | -1.5% | +59.3% | +53.5% |
| YTD | -0.2% | +11.3% | -11.5% | -6.3% |
| 1Y | -31.6% | +11.5% | -43.1% | -36.1% |
| All | -31.6% | +11.0% | -42.6% | -36.1% |
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