-37.8%
ZS vs SW
+26.7%
-64.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -3.0% |
| 7D | -16.9% | +2.3% | -19.2% | -16.9% |
| 30D | -7.4% | +6.8% | -14.2% | -7.4% |
| 3M | +21.6% | -5.2% | +26.8% | +21.5% |
| 6M | +42.4% | +7.4% | +35.0% | +43.9% |
| YTD | -12.1% | +17.4% | -29.5% | -10.1% |
| 1Y | -37.8% | +27.1% | -64.9% | -37.2% |
| All | -37.8% | +26.7% | -64.5% | -37.2% |
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