+54.1%
ZM vs SCHG
+259.1%
-204.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.6% |
| 7D | -5.7% | -1.0% | -4.6% | -4.8% |
| 30D | -9.1% | -1.3% | -7.8% | -8.0% |
| 3M | +3.5% | +5.4% | -1.9% | -0.8% |
| 6M | +25.7% | +14.4% | +11.3% | +12.3% |
| YTD | +10.8% | +8.0% | +2.7% | +4.1% |
| 1Y | +12.8% | +12.7% | 0.0% | +2.0% |
| 3Y | +33.1% | +85.6% | -52.5% | -23.2% |
| 5Y | -68.3% | +85.5% | -153.8% | -82.0% |
| All | +54.1% | +259.1% | -204.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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