-1.0%
ZS vs SPMO
+154.5%
-155.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.3% |
| 7D | -8.1% | +0.1% | -8.1% | -8.2% |
| 30D | -8.4% | -0.7% | -7.7% | -8.1% |
| 3M | +31.1% | +2.8% | +28.2% | +24.7% |
| 6M | +4.4% | +24.4% | -20.0% | -19.4% |
| YTD | -27.3% | +24.2% | -51.5% | -43.8% |
| 1Y | -41.4% | +24.5% | -65.9% | -54.9% |
| All | -1.0% | +154.5% | -155.4% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling