+414.5%
ZS vs SRE
+96.6%
+318.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 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% | +26.4% |
| 6M | +8.7% | -10.7% | +19.4% | +10.1% |
| YTD | -24.5% | -3.5% | -21.0% | -24.8% |
| 1Y | -36.7% | +5.3% | -42.0% | -38.2% |
| 3Y | +7.2% | +31.8% | -24.6% | -1.4% |
| 5Y | -40.9% | +47.4% | -88.3% | -46.3% |
| All | +414.5% | +96.6% | +318.0% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling