-43.6%
SE vs ZM
+12.7%
-56.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -3.6% | +0.3% | -4.0% | -3.7% |
| 30D | -5.3% | -10.3% | +5.0% | -4.3% |
| 3M | +28.1% | -0.7% | +28.8% | +27.0% |
| 6M | +20.7% | +24.8% | -4.2% | +16.1% |
| YTD | -14.8% | +11.5% | -26.2% | -17.8% |
| 1Y | -43.6% | +12.3% | -55.9% | -45.8% |
| All | -43.6% | +12.7% | -56.3% | -45.8% |
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