+48.3%
SRE vs ZM
-67.8%
+116.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -0.7% | -2.7% | +2.1% | -0.5% |
| 30D | -1.7% | -10.0% | +8.3% | -1.2% |
| 3M | -7.1% | +1.6% | -8.7% | -7.3% |
| 6M | -8.4% | +25.0% | -33.3% | -10.3% |
| YTD | -3.5% | +10.6% | -14.1% | -4.9% |
| 1Y | +5.4% | +14.0% | -8.6% | +3.4% |
| 3Y | +29.5% | +32.5% | -3.0% | +25.0% |
| 5Y | +48.3% | -68.3% | +116.6% | +40.0% |
| All | +48.3% | -67.8% | +116.2% | +40.0% |
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