+565.0%
SHOP vs ZM
+50.3%
+514.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +2.1% | +10.0% | -7.9% | -3.1% |
| 30D | -16.8% | -0.5% | -16.4% | -16.7% |
| 3M | -2.4% | -7.1% | +4.7% | +1.1% |
| 6M | +47.0% | -5.1% | +52.1% | +48.9% |
| YTD | -8.8% | +13.2% | -22.0% | -17.4% |
| 1Y | -6.3% | +15.3% | -21.6% | -16.3% |
| 3Y | +139.3% | +57.4% | +81.9% | +78.6% |
| 5Y | -12.1% | -61.7% | +49.6% | +22.5% |
| All | +565.0% | +50.3% | +514.7% | +479.7% |
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