+247.9%
SOXX vs ZM
-68.2%
+316.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -5.7% | +7.1% | +3.3% |
| 30D | -3.6% | -9.1% | +5.5% | -0.8% |
| 3M | -10.2% | +3.5% | -13.7% | -12.2% |
| 6M | +54.2% | +25.7% | +28.6% | +38.2% |
| YTD | +75.2% | +10.8% | +64.5% | +62.6% |
| 1Y | +107.5% | +12.8% | +94.7% | +90.4% |
| 3Y | +226.8% | +33.1% | +193.6% | +173.4% |
| All | +247.9% | -68.2% | +316.1% | +280.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling