-55.3%
SNAP vs ZM
+50.3%
-105.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +2.6% | +10.0% | -7.4% | -1.2% |
| 30D | -19.6% | -0.5% | -19.1% | -19.2% |
| 3M | +0.4% | -7.1% | +7.5% | +3.0% |
| 6M | -5.9% | -5.1% | -0.8% | -4.6% |
| YTD | -35.3% | +13.2% | -48.5% | -39.3% |
| 1Y | -42.6% | +15.3% | -57.9% | -46.6% |
| 3Y | -53.9% | +57.4% | -111.3% | -62.6% |
| 5Y | -90.3% | -61.7% | -28.6% | -88.4% |
| All | -55.3% | +50.3% | -105.6% | -62.7% |
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