+213.9%
SLV vs ZM
+53.5%
+160.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -5.8% | +11.0% | -16.9% | -6.6% |
| 30D | -12.1% | +5.6% | -17.8% | -12.5% |
| 3M | -24.1% | -9.1% | -15.0% | -23.7% |
| 6M | -44.4% | -2.6% | -41.8% | -44.4% |
| YTD | -31.5% | +15.7% | -47.2% | -32.5% |
| 1Y | -6.9% | +18.8% | -25.7% | -8.4% |
| 3Y | +116.0% | +62.2% | +53.8% | +107.4% |
| 5Y | +88.4% | -60.9% | +149.3% | +91.1% |
| All | +213.9% | +53.5% | +160.3% | +199.9% |
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 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