+61.0%
ZM vs SM
+111.3%
-50.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +11.0% | +9.4% | +1.6% | +11.0% |
| 30D | +5.6% | -14.4% | +20.0% | +5.6% |
| 3M | -9.1% | +1.6% | -10.7% | -9.1% |
| 6M | -2.6% | +6.3% | -8.9% | -2.6% |
| YTD | +15.7% | +78.8% | -63.1% | +15.9% |
| 1Y | +18.8% | +83.1% | -64.4% | +19.1% |
| 3Y | +62.2% | -5.9% | +68.1% | +61.6% |
| 5Y | -60.9% | +4.8% | -65.7% | -60.4% |
| All | +61.0% | +111.3% | -50.3% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling