+94.8%
SNOW vs ZM
+34.4%
+60.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +8.4% | +0.3% | +8.0% | +8.1% |
| 30D | -1.0% | -10.3% | +9.3% | +4.2% |
| 3M | +38.3% | -0.7% | +39.0% | +37.7% |
| 6M | +81.3% | +24.8% | +56.5% | +61.0% |
| YTD | +51.1% | +11.5% | +39.7% | +41.0% |
| 1Y | +47.0% | +12.3% | +34.6% | +35.9% |
| All | +94.8% | +34.4% | +60.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling