-39.6%
ZS vs SPXU
-85.5%
+46.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -0.5% |
| 7D | -8.1% | +6.4% | -14.4% | -4.7% |
| 30D | -8.4% | +5.9% | -14.4% | -4.9% |
| 3M | +31.1% | -11.7% | +42.7% | +23.6% |
| 6M | +4.4% | -28.7% | +33.1% | -12.0% |
| YTD | -27.3% | -26.4% | -1.0% | -36.9% |
| 1Y | -41.4% | -35.2% | -6.1% | -52.2% |
| 3Y | +1.7% | -79.8% | +81.5% | -51.5% |
| 5Y | -39.6% | -86.1% | +46.5% | -66.2% |
| All | -39.6% | -85.5% | +46.0% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling