+47.7%
ZM vs SFM
+19.5%
+28.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | -1.0% | -6.9% | +5.9% | -0.7% |
| 30D | -7.0% | -25.0% | +18.0% | -5.7% |
| 3M | -15.2% | -42.7% | +27.5% | -12.9% |
| 6M | -16.8% | -41.0% | +24.2% | -14.8% |
| YTD | +5.4% | -38.7% | +44.0% | +7.2% |
| 1Y | +9.3% | -38.1% | +47.5% | +11.1% |
| All | +47.7% | +19.5% | +28.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling