+29.6%
SNOW vs ZM
-76.5%
+106.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.4% | -5.7% | +3.3% | +0.9% |
| 30D | -1.0% | -9.1% | +8.1% | +4.2% |
| 3M | +36.9% | +3.5% | +33.3% | +32.9% |
| 6M | +83.4% | +25.7% | +57.7% | +58.1% |
| YTD | +50.0% | +10.8% | +39.2% | +37.7% |
| 1Y | +46.5% | +12.8% | +33.8% | +32.3% |
| 3Y | +93.3% | +33.1% | +60.2% | +52.5% |
| 5Y | +3.3% | -68.3% | +71.6% | +54.3% |
| All | +29.6% | -76.5% | +106.0% | +127.9% |
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 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