+390.7%
ZS vs SPYG
+272.3%
+118.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.0% |
| 7D | -9.2% | +1.2% | -10.4% | -10.5% |
| 30D | -4.0% | -1.6% | -2.4% | -1.9% |
| 3M | +25.3% | +3.4% | +21.9% | +19.6% |
| 6M | -1.3% | +18.9% | -20.2% | -21.7% |
| YTD | -28.0% | +13.8% | -41.8% | -39.5% |
| 1Y | -42.5% | +20.6% | -63.1% | -55.3% |
| 3Y | +0.7% | +100.5% | -99.8% | -59.5% |
| 5Y | -42.3% | +84.6% | -126.9% | -72.7% |
| All | +390.7% | +272.3% | +118.4% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling