-38.6%
ZS vs SRE
+45.6%
-84.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -7.2% | -3.0% | -4.2% | -6.9% |
| 3M | +30.5% | -8.3% | +38.8% | +31.8% |
| 6M | +7.0% | -8.9% | +15.9% | +7.8% |
| YTD | -26.8% | -4.3% | -22.6% | -27.3% |
| 1Y | -42.6% | +2.7% | -45.3% | -44.2% |
| 3Y | -0.3% | +28.7% | -29.0% | -12.0% |
| All | -38.6% | +45.6% | -84.1% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling