+37.6%
SAP vs ZM
-10.3%
+47.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.9% | -7.7% | -3.4% |
| 7D | -2.5% | +6.8% | -9.3% | -5.6% |
| 30D | +7.5% | +0.1% | +7.3% | +7.0% |
| 3M | +11.6% | -7.5% | +19.2% | +16.0% |
| 6M | +37.6% | -8.4% | +46.1% | +37.4% |
| All | +37.6% | -10.3% | +47.9% | +37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling