+32.8%
SNOW vs ZM
-75.1%
+107.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.3% | -8.7% | -7.3% |
| 7D | +2.8% | +2.9% | -0.1% | +1.0% |
| 30D | +6.4% | +0.7% | +5.7% | +5.6% |
| 3M | +38.1% | -3.7% | +41.8% | +39.9% |
| 6M | +100.4% | +29.9% | +70.5% | +69.6% |
| YTD | +53.7% | +17.4% | +36.3% | +36.5% |
| 1Y | +52.0% | +22.4% | +29.6% | +30.8% |
| 3Y | +114.7% | +41.3% | +73.4% | +63.5% |
| 5Y | +8.8% | -66.0% | +74.8% | +56.5% |
| All | +32.8% | -75.1% | +107.8% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling