-14.9%
SNPS vs ZM
+34.4%
-49.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.8% |
| 30D | -4.5% | -10.3% | +5.8% | -1.0% |
| 3M | -15.5% | -0.7% | -14.8% | -15.9% |
| 6M | -10.1% | +24.8% | -34.9% | -18.7% |
| YTD | -16.3% | +11.5% | -27.7% | -21.2% |
| 1Y | -34.9% | +12.3% | -47.3% | -38.7% |
| All | -14.9% | +34.4% | -49.2% | -23.9% |
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 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