+483.2%
ZS vs SPY
+212.6%
+270.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -2.6% | +2.6% | -5.2% | -5.8% |
| 30D | -12.8% | -2.0% | -10.8% | -10.4% |
| 3M | +2.3% | -2.8% | +5.1% | +6.4% |
| 6M | +26.3% | +2.1% | +24.1% | +23.3% |
| YTD | -14.4% | +11.5% | -25.9% | -25.5% |
| 1Y | -37.6% | +13.5% | -51.1% | -47.0% |
| 3Y | +8.0% | +77.7% | -69.7% | -47.1% |
| 5Y | -44.9% | +72.6% | -117.5% | -70.8% |
| All | +483.2% | +212.6% | +270.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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