-43.6%
ZS vs SPY
+74.6%
-118.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -2.8% |
| 7D | -13.7% | -0.9% | -12.7% | -12.2% |
| 30D | -14.2% | -2.4% | -11.8% | -10.5% |
| 3M | +8.5% | -1.2% | +9.7% | +11.1% |
| 6M | +30.2% | +3.3% | +26.9% | +23.3% |
| YTD | -13.8% | +12.3% | -26.1% | -29.8% |
| 1Y | -41.5% | +12.4% | -53.9% | -52.5% |
| 3Y | +10.7% | +78.8% | -68.1% | -62.5% |
| 5Y | -43.6% | +75.2% | -118.8% | -78.6% |
| All | -43.6% | +74.6% | -118.2% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling