-67.2%
ZM vs SM
+111.2%
-178.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.6% | -8.4% | -5.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -7.7% | +31.5% | -39.2% | -11.3% |
| 3M | -4.7% | +17.3% | -22.0% | -7.4% |
| 6M | +24.4% | +48.5% | -24.1% | +16.4% |
| YTD | +11.8% | +106.3% | -94.5% | -0.5% |
| 1Y | +13.4% | +47.3% | -33.9% | +5.4% |
| 3Y | +33.8% | -1.4% | +35.3% | +27.2% |
| 5Y | -67.2% | +114.0% | -181.2% | -70.3% |
| All | -67.2% | +111.2% | -178.4% | -70.3% |
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