+68.0%
SRE vs ZM
+48.0%
+20.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +0.8% | -10.3% | +11.1% | +0.9% |
| 3M | -5.8% | -0.7% | -5.1% | -5.8% |
| 6M | -7.8% | +24.8% | -32.6% | -8.2% |
| YTD | -2.4% | +11.5% | -13.8% | -2.6% |
| 1Y | +8.9% | +12.3% | -3.4% | +8.5% |
| 3Y | +31.1% | +33.5% | -2.4% | +30.2% |
| 5Y | +48.6% | -67.5% | +116.1% | +43.1% |
| All | +68.0% | +48.0% | +20.0% | +60.4% |
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