-1.0%
ZS vs SRE
+29.3%
-30.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.1% | -0.7% | -7.4% | -8.0% |
| 30D | -8.4% | -1.7% | -6.7% | -8.4% |
| 3M | +31.1% | -7.1% | +38.1% | +31.4% |
| 6M | +4.4% | -8.4% | +12.8% | +4.6% |
| YTD | -27.3% | -3.5% | -23.8% | -28.0% |
| 1Y | -41.4% | +5.4% | -46.8% | -43.2% |
| All | -1.0% | +29.3% | -30.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling