+398.6%
ZS vs SPYG
+270.8%
+127.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.0% |
| 30D | -7.2% | -1.5% | -5.7% | -5.2% |
| 3M | +30.5% | +3.7% | +26.7% | +24.1% |
| 6M | +7.0% | +16.4% | -9.4% | -12.8% |
| YTD | -26.8% | +13.3% | -40.2% | -38.3% |
| 1Y | -42.6% | +17.9% | -60.5% | -54.0% |
| 3Y | -0.3% | +98.3% | -98.7% | -59.4% |
| 5Y | -39.2% | +86.4% | -125.6% | -71.5% |
| All | +398.6% | +270.8% | +127.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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