-48.0%
SE vs ZM
+15.8%
-63.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.9% | -11.5% | -4.4% |
| 7D | -7.7% | +6.8% | -14.5% | -8.3% |
| 30D | -22.8% | +0.1% | -23.0% | -22.9% |
| 3M | -43.7% | -7.5% | -36.2% | -43.4% |
| 6M | -12.8% | -8.4% | -4.4% | -13.2% |
| YTD | -42.0% | +13.7% | -55.7% | -44.2% |
| 1Y | -48.0% | +15.9% | -64.0% | -50.1% |
| All | -48.0% | +15.8% | -63.8% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling