+398.6%
ZS vs SPXS
-98.9%
+497.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -2.0% |
| 30D | -7.2% | +4.2% | -11.4% | -5.2% |
| 3M | +30.5% | -9.3% | +39.8% | +26.4% |
| 6M | +7.0% | -30.7% | +37.7% | -6.5% |
| YTD | -26.8% | -28.1% | +1.2% | -34.5% |
| 1Y | -42.6% | -35.1% | -7.5% | -50.3% |
| 3Y | -0.3% | -79.6% | +79.3% | -38.3% |
| 5Y | -39.2% | -86.3% | +47.1% | -59.3% |
| All | +398.6% | -98.9% | +497.5% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling