+483.2%
ZS vs SW
+32.2%
+451.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.6% | -2.9% | +0.3% | -2.3% |
| 30D | -12.8% | +5.0% | -17.9% | -13.4% |
| 3M | +2.3% | -13.7% | +15.9% | +4.0% |
| 6M | +26.3% | +8.0% | +18.3% | +24.3% |
| YTD | -14.4% | +14.0% | -28.4% | -16.8% |
| 1Y | -37.6% | +25.6% | -63.3% | -40.3% |
| 3Y | +8.0% | +40.1% | -32.1% | +0.6% |
| 5Y | -44.9% | -2.6% | -42.3% | -48.3% |
| All | +483.2% | +32.2% | +451.1% | +493.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling