+55.1%
ZM vs SIRI
-41.6%
+96.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +0.8% |
| 30D | -10.3% | -0.8% | -9.4% | -10.2% |
| 3M | -0.7% | +4.3% | -5.0% | -1.3% |
| 6M | +24.8% | +34.1% | -9.2% | +19.8% |
| YTD | +11.5% | +47.3% | -35.9% | +5.4% |
| 1Y | +12.3% | +22.9% | -10.6% | +8.6% |
| 3Y | +33.5% | -24.6% | +58.0% | +32.9% |
| 5Y | -67.5% | -43.2% | -24.3% | -66.8% |
| All | +55.1% | -41.6% | +96.7% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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