+517.8%
ZS vs SW
+37.5%
+480.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.7% | -9.0% |
| 7D | -17.7% | +4.7% | -22.4% | -18.2% |
| 30D | -3.9% | +5.0% | -8.9% | -4.6% |
| 3M | +26.1% | -7.3% | +33.5% | +27.2% |
| 6M | +44.2% | +15.0% | +29.2% | +40.8% |
| YTD | -9.4% | +18.5% | -27.9% | -12.3% |
| 1Y | -37.1% | +27.1% | -64.2% | -39.8% |
| 3Y | +24.0% | +49.3% | -25.3% | +14.6% |
| 5Y | -39.8% | -1.6% | -38.1% | -43.7% |
| All | +517.8% | +37.5% | +480.4% | +526.0% |
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