-63.8%
ZM vs SM
-10.9%
-52.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -1.0% | -19.5% | +18.5% | +1.8% |
| 30D | -7.0% | -20.2% | +13.2% | -4.3% |
| 3M | -15.2% | -6.5% | -8.7% | -15.1% |
| 6M | -16.8% | +1.6% | -18.3% | -18.1% |
| YTD | +5.4% | +61.2% | -55.9% | -4.1% |
| 1Y | +9.3% | +65.4% | -56.0% | -1.0% |
| 3Y | +46.5% | -13.0% | +59.5% | +40.9% |
| 5Y | -63.8% | -4.3% | -59.5% | -65.3% |
| All | -63.8% | -10.9% | -52.9% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling