+136.4%
SAP vs ZM
+53.5%
+82.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | 0.0% |
| 7D | +0.6% | +11.0% | -10.4% | -1.0% |
| 30D | +6.5% | +5.6% | +0.9% | +5.5% |
| 3M | +12.2% | -9.1% | +21.4% | +13.5% |
| 6M | +46.1% | -2.6% | +48.6% | +46.2% |
| YTD | -1.6% | +15.7% | -17.3% | -3.9% |
| 1Y | -5.1% | +18.8% | -23.9% | -7.7% |
| 3Y | +68.4% | +62.2% | +6.2% | +56.6% |
| 5Y | +79.4% | -60.9% | +140.3% | +80.6% |
| All | +136.4% | +53.5% | +82.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling