-39.6%
ZS vs SYY
+20.0%
-59.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -8.1% | +1.5% | -9.6% | -8.5% |
| 30D | -8.4% | -2.3% | -6.1% | -7.9% |
| 3M | +31.1% | +5.5% | +25.6% | +28.6% |
| 6M | +4.4% | -1.0% | +5.3% | +3.8% |
| YTD | -27.3% | +14.1% | -41.4% | -32.8% |
| 1Y | -41.4% | +5.6% | -46.9% | -44.0% |
| 3Y | +1.7% | +27.9% | -26.2% | -16.5% |
| 5Y | -39.6% | +22.7% | -62.3% | -45.5% |
| All | -39.6% | +20.0% | -59.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling