+473.6%
SHOP vs ZM
+46.9%
+426.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -13.2% | -2.7% | -10.5% | -11.9% |
| 30D | -17.0% | -10.0% | -7.0% | -12.4% |
| 3M | +17.0% | +1.6% | +15.4% | +15.5% |
| 6M | -2.1% | +25.0% | -27.1% | -14.5% |
| YTD | -21.4% | +10.6% | -32.0% | -27.7% |
| 1Y | -11.0% | +14.0% | -24.9% | -20.0% |
| 3Y | +100.9% | +32.5% | +68.4% | +65.2% |
| 5Y | -14.7% | -68.3% | +53.6% | +27.3% |
| All | +473.6% | +46.9% | +426.7% | +407.2% |
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