+77.3%
SO vs ZM
-64.9%
+142.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +8.6% | -6.2% | +14.8% | +8.6% |
| 3M | +1.8% | -12.2% | +14.0% | +1.8% |
| 6M | +3.6% | -16.0% | +19.6% | +3.7% |
| YTD | +9.9% | +6.3% | +3.7% | +9.6% |
| 1Y | +5.7% | +12.3% | -6.6% | +5.3% |
| 3Y | +52.5% | +51.2% | +1.3% | +49.8% |
| 5Y | +77.3% | -64.5% | +141.8% | +70.6% |
| All | +77.3% | -64.9% | +142.2% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling