-43.6%
ZS vs SW
+0.2%
-43.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -13.7% | -2.6% | -11.1% | -13.2% |
| 30D | -14.2% | +7.2% | -21.4% | -15.3% |
| 3M | +8.5% | -10.5% | +19.0% | +10.5% |
| 6M | +30.2% | +9.9% | +20.3% | +26.8% |
| YTD | -13.8% | +17.2% | -31.1% | -18.0% |
| 1Y | -41.5% | +26.5% | -68.0% | -45.3% |
| 3Y | +10.7% | +47.7% | -36.9% | -3.6% |
| 5Y | -43.6% | +0.2% | -43.8% | -49.7% |
| All | -43.6% | +0.2% | -43.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling