+0.2%
SHOP vs ZM
-61.0%
+61.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.9% | -6.1% | -4.3% |
| 7D | -2.5% | +6.8% | -9.3% | -7.5% |
| 30D | -16.7% | +0.1% | -16.9% | -17.1% |
| 3M | -2.2% | -7.5% | +5.3% | +3.0% |
| 6M | +45.6% | -8.4% | +54.0% | +51.2% |
| YTD | -7.3% | +13.7% | -20.9% | -22.2% |
| 1Y | -6.1% | +15.9% | -22.0% | -23.2% |
| 3Y | +143.3% | +58.0% | +85.3% | +42.7% |
| 5Y | +0.2% | -60.4% | +60.5% | +54.5% |
| All | +0.2% | -61.0% | +61.1% | +54.5% |
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