+52.5%
SO vs ZM
+48.0%
+4.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +8.6% | -6.2% | +14.8% | +8.3% |
| 3M | +1.8% | -12.2% | +14.0% | +1.2% |
| 6M | +3.6% | -16.0% | +19.6% | +3.0% |
| YTD | +9.9% | +6.3% | +3.7% | +10.4% |
| 1Y | +5.7% | +12.3% | -6.6% | +6.2% |
| 3Y | +52.5% | +51.2% | +1.3% | +50.7% |
| All | +52.5% | +48.0% | +4.5% | +50.7% |
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