+63.4%
ZM vs SFM
+277.0%
-213.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +3.1% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +0.7% | -4.4% | +5.1% | +0.9% |
| 3M | -3.7% | +1.5% | -5.2% | -4.0% |
| 6M | +29.9% | +6.5% | +23.4% | +28.7% |
| YTD | +17.4% | +2.2% | +15.3% | +16.5% |
| 1Y | +22.4% | -41.9% | +64.3% | +26.6% |
| 3Y | +41.3% | +106.8% | -65.5% | +33.0% |
| 5Y | -66.0% | +231.6% | -297.6% | -68.4% |
| All | +63.4% | +277.0% | -213.6% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling