+54.1%
ZM vs SAN
+262.5%
-208.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | 0.0% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -9.1% | +0.9% | -10.0% | -9.1% |
| 3M | +3.5% | +19.1% | -15.6% | +2.6% |
| 6M | +25.7% | +33.2% | -7.5% | +23.8% |
| YTD | +10.8% | +29.1% | -18.4% | +9.3% |
| 1Y | +12.8% | +50.2% | -37.5% | +10.6% |
| 3Y | +33.1% | +351.0% | -317.9% | +28.4% |
| 5Y | -68.3% | +394.7% | -463.0% | -70.3% |
| All | +54.1% | +262.5% | -208.4% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling