+58.7%
SO vs ZM
-67.8%
+126.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.0% |
| 7D | +1.0% | +1.6% | -0.6% | +1.0% |
| 30D | -3.2% | -7.7% | +4.5% | -3.2% |
| 3M | -1.7% | -4.7% | +3.0% | -1.7% |
| 6M | -7.2% | +24.4% | -31.6% | -7.5% |
| YTD | +4.6% | +11.8% | -7.2% | +4.3% |
| 1Y | +1.2% | +13.4% | -12.1% | +0.9% |
| 3Y | +45.3% | +33.8% | +11.4% | +43.7% |
| 5Y | +58.7% | -67.2% | +125.9% | +45.4% |
| All | +58.7% | -67.8% | +126.5% | +45.4% |
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 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