+398.6%
ZS vs SPY
+215.9%
+182.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.1% |
| 30D | -7.2% | -1.1% | -6.1% | -5.7% |
| 3M | +30.5% | +3.9% | +26.6% | +24.4% |
| 6M | +7.0% | +13.6% | -6.6% | -9.4% |
| YTD | -26.8% | +12.7% | -39.5% | -37.3% |
| 1Y | -42.6% | +17.5% | -60.1% | -53.4% |
| 3Y | -0.3% | +76.9% | -77.2% | -50.8% |
| 5Y | -39.2% | +83.6% | -122.8% | -69.7% |
| All | +398.6% | +215.9% | +182.7% | +48.4% |
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