+126.8%
SO vs ZM
+48.0%
+78.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -2.5% | -10.3% | +7.8% | -2.7% |
| 3M | -4.2% | -0.7% | -3.5% | -4.1% |
| 6M | -7.7% | +24.8% | -32.5% | -7.1% |
| YTD | +3.8% | +11.5% | -7.7% | +4.2% |
| 1Y | +0.1% | +12.3% | -12.3% | +0.5% |
| 3Y | +44.2% | +33.5% | +10.7% | +45.5% |
| 5Y | +57.9% | -67.5% | +125.4% | +51.4% |
| All | +126.8% | +48.0% | +78.9% | +127.0% |
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