+414.5%
ZS vs SW
+41.5%
+373.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.7% |
| 7D | -7.8% | -5.1% | -2.7% | -7.2% |
| 30D | +5.0% | -4.6% | +9.6% | +5.6% |
| 3M | +25.5% | +9.4% | +16.2% | +23.8% |
| 6M | +8.7% | +3.5% | +5.2% | +7.4% |
| YTD | -24.5% | +22.0% | -46.5% | -27.2% |
| 1Y | -36.7% | +2.2% | -38.9% | -37.6% |
| 3Y | +7.2% | +19.6% | -12.4% | +1.8% |
| 5Y | -40.9% | -2.3% | -38.6% | -44.9% |
| All | +414.5% | +41.5% | +373.0% | +419.9% |
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 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