+580.1%
ZS vs SW
+39.6%
+540.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.8% |
| 7D | -12.3% | +12.1% | -24.3% | -13.6% |
| 30D | +11.2% | +6.6% | +4.7% | +10.3% |
| 3M | +37.5% | -6.0% | +43.5% | +38.4% |
| 6M | +57.8% | +21.5% | +36.4% | +53.0% |
| YTD | -0.2% | +20.3% | -20.5% | -3.7% |
| 1Y | -31.6% | +28.1% | -59.8% | -34.7% |
| 3Y | +36.5% | +51.6% | -15.1% | +25.9% |
| 5Y | -32.4% | -0.1% | -32.2% | -36.9% |
| All | +580.1% | +39.6% | +540.6% | +587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling