+57.6%
ZM vs SAN
+197.6%
-140.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +10.0% | +1.0% | +9.0% | +9.9% |
| 30D | -0.5% | -9.4% | +8.9% | -0.1% |
| 3M | -7.1% | -17.1% | +10.1% | -6.3% |
| 6M | -5.1% | +2.2% | -7.3% | -5.3% |
| YTD | +13.2% | +6.0% | +7.2% | +12.7% |
| 1Y | +15.3% | +12.7% | +2.6% | +14.5% |
| 3Y | +57.4% | +242.1% | -184.7% | +53.0% |
| 5Y | -61.7% | +293.6% | -355.3% | -64.2% |
| All | +57.6% | +197.6% | -140.0% | +170.8% |
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