+403.3%
ZS vs SPMO
+341.6%
+61.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -3.8% | +2.7% | -6.5% | -6.4% |
| 30D | -6.0% | +1.1% | -7.1% | -7.1% |
| 3M | +32.0% | +2.0% | +29.9% | +25.5% |
| 6M | +2.1% | +26.5% | -24.4% | -24.7% |
| YTD | -26.2% | +26.5% | -52.7% | -45.6% |
| 1Y | -41.2% | +27.9% | -69.1% | -57.2% |
| 3Y | +3.3% | +160.4% | -157.1% | -65.7% |
| 5Y | -40.7% | +151.5% | -192.2% | -79.1% |
| All | +403.3% | +341.6% | +61.7% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling