+478.6%
SOXL vs ZM
+33.5%
+445.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -5.7% | +9.6% | +7.5% |
| 30D | -14.3% | -9.1% | -5.2% | -9.6% |
| 3M | -45.6% | +3.5% | -49.1% | -48.5% |
| 6M | +117.2% | +25.7% | +91.5% | +67.9% |
| YTD | +189.8% | +10.8% | +179.1% | +141.7% |
| 1Y | +317.7% | +12.8% | +305.0% | +241.6% |
| 3Y | +478.6% | +33.1% | +445.5% | +306.2% |
| All | +478.6% | +33.5% | +445.1% | +306.2% |
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 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