-0.3%
ZS vs SPYG
+98.4%
-98.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.2% |
| 30D | -7.2% | -1.5% | -5.7% | -5.5% |
| 3M | +30.5% | +3.7% | +26.7% | +25.2% |
| 6M | +7.0% | +16.4% | -9.4% | -10.3% |
| YTD | -26.8% | +13.3% | -40.2% | -36.6% |
| 1Y | -42.6% | +17.9% | -60.5% | -52.5% |
| 3Y | -0.3% | +98.3% | -98.7% | -59.7% |
| All | -0.3% | +98.4% | -98.7% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling