+33.8%
ZM vs SN
+430.5%
-396.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -5.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -7.7% | -5.6% | -2.1% | -7.1% |
| 3M | -4.7% | +48.1% | -52.7% | -9.8% |
| 6M | +24.4% | +57.6% | -33.2% | +16.2% |
| YTD | +11.8% | +56.5% | -44.7% | +4.3% |
| 1Y | +13.4% | +52.6% | -39.2% | +5.8% |
| 3Y | +33.8% | +412.0% | -378.1% | +3.2% |
| All | +33.8% | +430.5% | -396.6% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling