+15.3%
ZM vs SM
+78.0%
-62.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | +10.0% | +10.6% | -0.6% | +8.9% |
| 30D | -0.5% | -15.0% | +14.5% | +0.7% |
| 3M | -7.1% | +1.7% | -8.7% | -8.1% |
| 6M | -5.1% | +5.9% | -11.0% | -6.9% |
| YTD | +13.2% | +79.0% | -65.8% | +2.8% |
| 1Y | +15.3% | +84.7% | -69.3% | +4.7% |
| All | +15.3% | +78.0% | -62.6% | +4.7% |
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