+54.0%
ZM vs SGI
+361.5%
-307.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -2.7% | -4.9% | +2.2% | -1.8% |
| 30D | -10.0% | +1.6% | -11.6% | -10.3% |
| 3M | +1.6% | -3.2% | +4.8% | +1.9% |
| 6M | +25.0% | -16.0% | +41.0% | +27.7% |
| YTD | +10.6% | -25.4% | +36.0% | +15.4% |
| 1Y | +14.0% | -21.6% | +35.5% | +17.3% |
| 3Y | +32.5% | +52.9% | -20.4% | +17.2% |
| 5Y | -68.3% | +47.5% | -115.8% | -73.6% |
| All | +54.0% | +361.5% | -307.5% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling