+64.7%
SRE vs ZM
+47.0%
+17.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.8% | -5.7% | +4.9% | -0.8% |
| 30D | -3.0% | -9.1% | +6.1% | -2.9% |
| 3M | -8.3% | +3.5% | -11.8% | -8.4% |
| 6M | -8.9% | +25.7% | -34.6% | -9.3% |
| YTD | -4.3% | +10.8% | -15.0% | -4.6% |
| 1Y | +2.7% | +12.8% | -10.0% | +2.4% |
| 3Y | +28.7% | +33.1% | -4.5% | +27.8% |
| 5Y | +47.1% | -68.3% | +115.4% | +41.6% |
| All | +64.7% | +47.0% | +17.6% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling