-38.6%
ZS vs SPMO
+149.5%
-188.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | +30.5% | -1.4% | +31.8% | +28.3% |
| 6M | +7.0% | +25.5% | -18.5% | -23.6% |
| YTD | -26.8% | +24.8% | -51.7% | -47.5% |
| 1Y | -42.6% | +24.5% | -67.1% | -58.8% |
| 3Y | -0.3% | +157.1% | -157.4% | -75.2% |
| All | -38.6% | +149.5% | -188.0% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling