-56.7%
SNAP vs ZM
+41.1%
-97.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.0% |
| 7D | -7.3% | -0.3% | -7.0% | -7.1% |
| 30D | -18.9% | -6.2% | -12.8% | -16.7% |
| 3M | -5.3% | -12.2% | +7.0% | -0.6% |
| 6M | -16.9% | -16.0% | -0.9% | -11.6% |
| YTD | -37.4% | +6.3% | -43.7% | -39.8% |
| 1Y | -38.5% | +12.3% | -50.8% | -42.2% |
| 3Y | -55.1% | +51.2% | -106.3% | -63.0% |
| 5Y | -90.8% | -64.5% | -26.3% | -88.7% |
| All | -56.7% | +41.1% | -97.8% | -63.0% |
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