+55.5%
ZM vs SEI
+357.2%
-301.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +16.3% | -21.1% | -5.0% |
| 7D | +1.6% | +28.8% | -27.2% | +1.4% |
| 30D | -7.7% | +10.4% | -18.1% | -7.8% |
| 3M | -4.7% | -11.4% | +6.8% | -4.7% |
| 6M | +24.4% | +31.2% | -6.7% | +23.5% |
| YTD | +11.8% | +39.7% | -28.0% | +10.8% |
| 1Y | +13.4% | +149.0% | -135.6% | +11.5% |
| 3Y | +33.8% | +560.2% | -526.3% | +31.9% |
| 5Y | -67.2% | +955.7% | -1,022.8% | -65.1% |
| All | +55.5% | +357.2% | -301.7% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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