-36.7%
ZS vs SRE
+4.7%
-41.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.9% |
| 7D | -7.8% | -0.3% | -7.5% | -7.8% |
| 30D | +5.0% | -0.7% | +5.8% | +5.0% |
| 3M | +25.5% | -6.3% | +31.8% | +21.6% |
| 6M | +8.7% | -10.7% | +19.4% | +4.3% |
| YTD | -24.5% | -3.5% | -21.0% | -26.4% |
| 1Y | -36.7% | +5.3% | -42.0% | -36.7% |
| All | -36.7% | +4.7% | -41.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling