+231.8%
SLV vs ZM
+50.9%
+180.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.9% | -7.5% | -0.2% |
| 7D | -1.1% | +6.8% | -7.9% | -1.6% |
| 30D | -14.2% | +0.1% | -14.3% | -14.2% |
| 3M | -20.3% | -7.5% | -12.8% | -20.0% |
| 6M | -40.2% | -8.4% | -31.8% | -40.0% |
| YTD | -27.6% | +13.7% | -41.2% | -28.5% |
| 1Y | +0.4% | +15.9% | -15.5% | -1.0% |
| 3Y | +129.4% | +58.0% | +71.3% | +120.6% |
| 5Y | +99.8% | -60.4% | +160.2% | +102.6% |
| All | +231.8% | +50.9% | +180.9% | +217.5% |
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 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