-26.1%
SNOW vs ZM
-60.9%
+34.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -4.0% |
| 7D | +5.5% | +11.0% | -5.6% | -1.9% |
| 30D | -13.2% | +5.6% | -18.8% | -16.3% |
| 3M | -13.7% | -9.1% | -4.6% | -8.5% |
| 6M | +91.0% | -2.6% | +93.6% | +91.3% |
| YTD | +32.7% | +15.7% | +17.0% | +16.4% |
| 1Y | +13.3% | +18.8% | -5.5% | -3.0% |
| 3Y | +83.4% | +62.2% | +21.2% | +18.5% |
| All | -26.1% | -60.9% | +34.8% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling