+483.2%
ZS vs SPXU
-98.8%
+582.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | +0.1% |
| 7D | -2.6% | -7.6% | +4.9% | -5.7% |
| 30D | -12.8% | +5.3% | -18.2% | -9.8% |
| 3M | +2.3% | +9.6% | -7.4% | +8.2% |
| 6M | +26.3% | -4.5% | +30.8% | +27.3% |
| YTD | -14.4% | -25.9% | +11.4% | -21.4% |
| 1Y | -37.6% | -28.9% | -8.8% | -43.6% |
| 3Y | +8.0% | -80.5% | +88.5% | -34.5% |
| 5Y | -44.9% | -83.4% | +38.5% | -60.6% |
| All | +483.2% | -98.8% | +582.1% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling