+22.4%
ZM vs SGI
-17.2%
+39.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.3% |
| 7D | +2.9% | +8.5% | -5.6% | +3.0% |
| 30D | +0.7% | +0.7% | 0.0% | +0.5% |
| 3M | -3.7% | +0.6% | -4.3% | -3.9% |
| 6M | +29.9% | -17.9% | +47.8% | +29.4% |
| YTD | +17.4% | -21.2% | +38.6% | +18.2% |
| 1Y | +22.4% | -18.9% | +41.3% | +24.9% |
| All | +22.4% | -17.2% | +39.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling