+3.6%
SNOW vs ZM
-67.1%
+70.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +8.4% | +0.3% | +8.0% | +8.0% |
| 30D | -1.0% | -10.3% | +9.3% | +5.8% |
| 3M | +38.3% | -0.7% | +39.0% | +37.3% |
| 6M | +81.3% | +24.8% | +56.5% | +53.5% |
| YTD | +51.1% | +11.5% | +39.7% | +36.0% |
| 1Y | +47.0% | +12.3% | +34.6% | +30.5% |
| 3Y | +99.7% | +33.5% | +66.3% | +50.1% |
| 5Y | +3.6% | -67.5% | +71.1% | +59.5% |
| All | +3.6% | -67.1% | +70.7% | +59.5% |
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