+683.5%
SOXX vs ZM
+46.9%
+636.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +3.0% | -2.7% | +5.8% | +3.6% |
| 30D | -3.1% | -10.0% | +6.9% | -1.3% |
| 3M | -4.4% | +1.6% | -6.0% | -5.3% |
| 6M | +52.9% | +25.0% | +27.9% | +44.3% |
| YTD | +72.0% | +10.6% | +61.4% | +65.5% |
| 1Y | +105.1% | +14.0% | +91.2% | +95.8% |
| 3Y | +220.6% | +32.5% | +188.1% | +193.8% |
| 5Y | +244.8% | -68.3% | +313.1% | +261.6% |
| All | +683.5% | +46.9% | +636.6% | +630.8% |
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