+54.0%
ZM vs SFM
+234.4%
-180.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -2.7% | -8.8% | +6.0% | -2.1% |
| 30D | -10.0% | -14.5% | +4.5% | -9.2% |
| 3M | +1.6% | -16.8% | +18.4% | +2.6% |
| 6M | +25.0% | -5.3% | +30.3% | +24.8% |
| YTD | +10.6% | -9.4% | +20.0% | +10.6% |
| 1Y | +14.0% | -46.2% | +60.1% | +18.3% |
| 3Y | +32.5% | +81.3% | -48.8% | +25.8% |
| 5Y | -68.3% | +211.9% | -280.2% | -70.2% |
| All | +54.0% | +234.4% | -180.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling