+414.5%
ZS vs SYY
+67.6%
+346.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -7.8% | -2.3% | -5.5% | -7.6% |
| 30D | +5.0% | -4.9% | +10.0% | +5.6% |
| 3M | +25.5% | +8.4% | +17.2% | +24.2% |
| 6M | +8.7% | -7.4% | +16.1% | +9.4% |
| YTD | -24.5% | +11.0% | -35.5% | -26.2% |
| 1Y | -36.7% | -0.2% | -36.5% | -37.2% |
| 3Y | +7.2% | +23.8% | -16.6% | +2.2% |
| 5Y | -40.9% | +18.1% | -59.1% | -42.5% |
| All | +414.5% | +67.6% | +346.9% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling