-39.6%
ZS vs SPYG
+82.6%
-122.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -0.4% |
| 7D | -8.1% | -1.8% | -6.2% | -5.6% |
| 30D | -8.4% | -1.9% | -6.5% | -5.6% |
| 3M | +31.1% | +5.2% | +25.9% | +21.1% |
| 6M | +4.4% | +15.6% | -11.2% | -17.0% |
| YTD | -27.3% | +12.4% | -39.7% | -39.8% |
| 1Y | -41.4% | +17.5% | -58.8% | -54.7% |
| 3Y | +1.7% | +98.1% | -96.4% | -67.8% |
| 5Y | -39.6% | +84.9% | -124.5% | -75.9% |
| All | -39.6% | +82.6% | -122.2% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling