-85.6%
SMR vs ZM
+8.0%
-93.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -9.5% | -8.4% | -1.1% | -7.5% |
| 30D | -33.2% | -1.9% | -31.3% | -32.8% |
| 3M | -45.9% | -10.1% | -35.9% | -44.8% |
| 6M | -57.9% | -13.9% | -44.0% | -56.3% |
| YTD | -63.8% | +6.4% | -70.2% | -65.1% |
| 1Y | -85.6% | +9.6% | -95.2% | -86.1% |
| All | -85.6% | +8.0% | -93.6% | -86.1% |
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 · 6 months rolling