+390.7%
ZS vs SYY
+67.2%
+323.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | -9.2% | -2.8% | -6.4% | -8.9% |
| 30D | -4.0% | -5.3% | +1.3% | -3.4% |
| 3M | +25.3% | +5.1% | +20.2% | +24.4% |
| 6M | -1.3% | -5.0% | +3.7% | -1.0% |
| YTD | -28.0% | +10.7% | -38.7% | -29.6% |
| 1Y | -42.5% | +0.7% | -43.2% | -43.0% |
| 3Y | +0.7% | +24.0% | -23.3% | -4.0% |
| 5Y | -42.3% | +19.3% | -61.6% | -43.9% |
| All | +390.7% | +67.2% | +323.5% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SYY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling