+63.4%
ZM vs SM
+135.3%
-71.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.2% |
| 7D | +2.9% | +0.1% | +2.9% | +2.9% |
| 30D | +0.7% | +26.3% | -25.6% | +0.7% |
| 3M | -3.7% | +8.7% | -12.4% | -3.7% |
| 6M | +29.9% | +51.7% | -21.8% | +30.0% |
| YTD | +17.4% | +99.0% | -81.6% | +17.7% |
| 1Y | +22.4% | +34.6% | -12.2% | +22.4% |
| 3Y | +41.3% | -7.8% | +49.0% | +40.4% |
| 5Y | -66.0% | +104.8% | -170.8% | -64.6% |
| All | +63.4% | +135.3% | -71.8% | +188.2% |
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