+935.2%
SOXL vs ZM
+48.0%
+887.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +18.4% | +0.3% | +18.0% | +18.0% |
| 30D | -3.2% | -10.3% | +7.1% | +2.4% |
| 3M | -37.6% | -0.7% | -36.9% | -39.4% |
| 6M | +136.1% | +24.8% | +111.3% | +96.8% |
| YTD | +199.5% | +11.5% | +188.0% | +162.4% |
| 1Y | +363.2% | +12.3% | +350.9% | +304.3% |
| 3Y | +496.5% | +33.5% | +463.0% | +382.4% |
| 5Y | +184.8% | -67.5% | +252.3% | +297.4% |
| All | +935.2% | +48.0% | +887.2% | +982.8% |
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