+31.1%
ZM vs SN
+476.8%
-445.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | -10.3% | -9.1% | -1.2% | -9.4% |
| 3M | -0.7% | +31.8% | -32.4% | -3.8% |
| 6M | +24.8% | +52.0% | -27.2% | +18.4% |
| YTD | +11.5% | +51.3% | -39.8% | +5.6% |
| 1Y | +12.3% | +46.9% | -34.5% | +6.5% |
| 3Y | +33.5% | +394.9% | -361.5% | +15.4% |
| All | +31.1% | +476.8% | -445.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling