+398.6%
ZS vs SPMO
+335.7%
+62.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.2% |
| 30D | -7.2% | -1.9% | -5.3% | -5.6% |
| 3M | +30.5% | -1.4% | +31.8% | +28.6% |
| 6M | +7.0% | +25.5% | -18.5% | -20.5% |
| YTD | -26.8% | +24.8% | -51.7% | -45.4% |
| 1Y | -42.6% | +24.5% | -67.1% | -57.1% |
| 3Y | -0.3% | +157.1% | -157.4% | -66.5% |
| 5Y | -39.2% | +149.5% | -188.7% | -78.4% |
| All | +398.6% | +335.7% | +62.9% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling