+54.0%
ZM vs SCHG
+256.0%
-202.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -2.7% | -2.7% | 0.0% | -0.4% |
| 30D | -10.0% | -2.2% | -7.8% | -8.2% |
| 3M | +1.6% | +6.2% | -4.6% | -3.2% |
| 6M | +25.0% | +13.4% | +11.6% | +12.6% |
| YTD | +10.6% | +7.1% | +3.5% | +4.7% |
| 1Y | +14.0% | +12.5% | +1.4% | +3.3% |
| 3Y | +32.5% | +86.2% | -53.7% | -23.8% |
| 5Y | -68.3% | +83.9% | -152.3% | -81.9% |
| All | +54.0% | +256.0% | -202.0% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling