+128.5%
SLV vs ZM
+49.8%
+78.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.3% |
| 7D | +3.7% | -1.0% | +4.7% | +3.8% |
| 30D | -15.2% | -7.0% | -8.2% | -14.3% |
| 3M | -21.8% | -15.2% | -6.6% | -20.4% |
| 6M | -36.3% | -16.8% | -19.6% | -35.1% |
| YTD | -27.8% | +5.4% | -33.2% | -28.7% |
| 1Y | +1.5% | +9.3% | -7.8% | -0.1% |
| 3Y | +128.5% | +46.5% | +82.0% | +110.9% |
| All | +128.5% | +49.8% | +78.7% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling