+52.5%
SOXX vs ZM
+8.0%
+44.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -13.7% | -8.4% | -5.3% | -13.0% |
| 30D | -23.6% | -1.9% | -21.7% | -23.2% |
| 3M | -16.9% | -10.1% | -6.8% | -16.4% |
| 6M | -2.4% | -13.9% | +11.5% | -0.1% |
| YTD | +49.8% | +6.4% | +43.4% | +49.9% |
| 1Y | +52.5% | +9.6% | +43.0% | +51.6% |
| All | +52.5% | +8.0% | +44.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling