-40.0%
ZS vs SUI
-32.0%
-8.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -7.8% | -2.8% | -5.0% | -6.5% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +25.5% | -1.7% | +27.3% | +26.0% |
| 6M | +8.7% | -10.5% | +19.2% | +14.0% |
| YTD | -24.5% | -1.8% | -22.7% | -24.8% |
| 1Y | -36.7% | -4.1% | -32.6% | -36.4% |
| 3Y | +7.2% | +11.3% | -4.0% | -7.7% |
| All | -40.0% | -32.0% | -8.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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