+239.0%
SNPS vs ZM
+48.0%
+191.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -4.5% | -10.3% | +5.8% | -2.2% |
| 3M | -15.5% | -0.7% | -14.8% | -15.7% |
| 6M | -10.1% | +24.8% | -34.9% | -15.1% |
| YTD | -16.3% | +11.5% | -27.7% | -19.0% |
| 1Y | -34.9% | +12.3% | -47.3% | -37.1% |
| 3Y | -14.4% | +33.5% | -47.8% | -21.1% |
| 5Y | +17.9% | -67.5% | +85.4% | +29.9% |
| All | +239.0% | +48.0% | +191.1% | +208.4% |
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 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