-31.6%
ZS vs SW
+29.5%
-61.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -12.3% | +12.1% | -24.3% | -12.3% |
| 30D | +11.2% | +6.6% | +4.7% | +11.3% |
| 3M | +37.5% | -6.0% | +43.5% | +37.3% |
| 6M | +57.8% | +21.5% | +36.4% | +59.4% |
| YTD | -0.2% | +20.3% | -20.5% | +1.9% |
| 1Y | -31.6% | +28.1% | -59.8% | -31.0% |
| All | -31.6% | +29.5% | -61.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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