-39.6%
ZS vs SPXS
-85.4%
+45.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -0.5% |
| 7D | -8.1% | +6.4% | -14.4% | -4.7% |
| 30D | -8.4% | +6.0% | -14.4% | -4.9% |
| 3M | +31.1% | -11.6% | +42.7% | +23.7% |
| 6M | +4.4% | -28.7% | +33.1% | -12.0% |
| YTD | -27.3% | -26.3% | -1.0% | -36.9% |
| 1Y | -41.4% | -34.9% | -6.4% | -52.1% |
| 3Y | +1.7% | -79.5% | +81.1% | -51.0% |
| 5Y | -39.6% | -85.9% | +46.3% | -66.0% |
| All | -39.6% | -85.4% | +45.8% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling