+46.6%
ZM vs SAN
+208.1%
-161.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.0% | +10.8% | -11.8% | -1.5% |
| 30D | -7.0% | -5.7% | -1.2% | -6.8% |
| 3M | -15.2% | -13.4% | -1.8% | -14.7% |
| 6M | -16.8% | +3.5% | -20.3% | -17.0% |
| YTD | +5.4% | +9.7% | -4.4% | +4.7% |
| 1Y | +9.3% | +20.9% | -11.6% | +8.2% |
| 3Y | +46.5% | +254.3% | -207.8% | +42.2% |
| 5Y | -63.8% | +304.2% | -368.0% | -66.3% |
| All | +46.6% | +208.1% | -161.5% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling