-26.3%
SKHY vs ZM
-2.2%
-24.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -3.3% | -10.1% | -12.6% |
| 7D | -23.6% | -9.1% | -14.5% | -22.1% |
| 30D | -32.1% | -5.7% | -26.4% | -30.3% |
| 3M | -18.0% | -11.7% | -6.2% | -16.0% |
| All | -26.3% | -2.2% | -24.0% | -12.2% |
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 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 · Available span rolling