-36.7%
ZS vs SPXS
-40.2%
+3.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.1% |
| 7D | -7.8% | -0.1% | -7.8% | -7.8% |
| 30D | +5.0% | +0.8% | +4.2% | +5.6% |
| 3M | +25.5% | -4.7% | +30.3% | +25.3% |
| 6M | +8.7% | -29.6% | +38.3% | -0.1% |
| YTD | -24.5% | -29.8% | +5.3% | -29.9% |
| 1Y | -36.7% | -38.9% | +2.2% | -45.0% |
| All | -36.7% | -40.2% | +3.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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