+0.6%
ZS vs SPXU
-79.8%
+80.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +3.2% |
| 7D | -3.8% | +1.3% | -5.1% | -3.2% |
| 30D | -6.0% | +5.1% | -11.1% | -3.4% |
| 3M | +32.0% | -9.1% | +41.1% | +27.8% |
| 6M | +2.1% | -29.6% | +31.7% | -11.3% |
| YTD | -26.2% | -27.7% | +1.5% | -34.4% |
| 1Y | -41.2% | -37.0% | -4.2% | -50.6% |
| All | +0.6% | -79.8% | +80.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling