-12.4%
SOUN vs ZM
-1.7%
-10.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | +0.4% |
| 7D | -4.1% | +1.6% | -5.7% | -5.2% |
| 30D | -18.1% | -7.7% | -10.4% | -14.5% |
| 3M | -12.3% | -4.7% | -7.6% | -10.7% |
| 6M | -18.6% | +24.4% | -43.0% | -30.2% |
| YTD | -34.1% | +11.8% | -45.9% | -41.1% |
| 1Y | -57.0% | +13.4% | -70.4% | -62.1% |
| 3Y | +185.7% | +33.8% | +151.8% | +126.2% |
| All | -12.4% | -1.7% | -10.7% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling