+18.8%
ZM vs SM
+84.2%
-65.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +11.0% | +9.4% | +1.6% | +10.0% |
| 30D | +5.6% | -14.4% | +20.0% | +6.8% |
| 3M | -9.1% | +1.6% | -10.7% | -10.2% |
| 6M | -2.6% | +6.3% | -8.9% | -4.5% |
| YTD | +15.7% | +78.8% | -63.1% | +5.0% |
| 1Y | +18.8% | +83.1% | -64.4% | +7.6% |
| All | +18.8% | +84.2% | -65.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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