+325.5%
SLV vs ZM
+55.9%
+269.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.4% |
| 7D | -0.3% | +2.9% | -3.3% | -0.5% |
| 30D | +6.7% | +0.7% | +6.0% | +6.6% |
| 3M | -10.7% | -3.7% | -7.0% | -10.6% |
| 6M | -20.6% | +29.9% | -50.5% | -22.2% |
| YTD | -7.1% | +17.4% | -24.6% | -8.5% |
| 1Y | +62.0% | +22.4% | +39.6% | +59.0% |
| 3Y | +169.8% | +41.3% | +128.5% | +161.1% |
| 5Y | +161.5% | -66.0% | +227.5% | +166.8% |
| All | +325.5% | +55.9% | +269.6% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling