+226.8%
SOXX vs ZM
+33.5%
+193.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -5.7% | +7.1% | +2.6% |
| 30D | -3.6% | -9.1% | +5.5% | -1.8% |
| 3M | -10.2% | +3.5% | -13.7% | -11.2% |
| 6M | +54.2% | +25.7% | +28.6% | +42.3% |
| YTD | +75.2% | +10.8% | +64.5% | +66.3% |
| 1Y | +107.5% | +12.8% | +94.7% | +95.1% |
| 3Y | +226.8% | +33.1% | +193.6% | +184.6% |
| All | +226.8% | +33.5% | +193.2% | +184.6% |
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 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