+9.6%
ZM vs SAN
+23.5%
-13.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.7% |
| 7D | -8.4% | +4.5% | -12.9% | -8.9% |
| 30D | -1.9% | -12.1% | +10.2% | -0.2% |
| 3M | -10.1% | -15.6% | +5.5% | -8.0% |
| 6M | -13.9% | +5.8% | -19.7% | -15.8% |
| YTD | +6.4% | +5.5% | +1.0% | +3.4% |
| 1Y | +9.6% | +23.6% | -14.0% | -5.1% |
| All | +9.6% | +23.5% | -13.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling