-15.7%
SHOP vs ZM
-67.1%
+51.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.2% |
| 7D | -10.6% | +0.3% | -11.0% | -10.8% |
| 30D | -18.3% | -10.3% | -8.0% | -11.5% |
| 3M | +14.8% | -0.7% | +15.5% | +14.2% |
| 6M | -5.0% | +24.8% | -29.8% | -23.5% |
| YTD | -21.2% | +11.5% | -32.7% | -32.4% |
| 1Y | -11.6% | +12.3% | -23.9% | -25.6% |
| 3Y | +101.2% | +33.5% | +67.7% | +39.8% |
| 5Y | -15.7% | -67.5% | +51.8% | +47.9% |
| All | -15.7% | -67.1% | +51.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling