+31.5%
ZM vs SN
+496.6%
-465.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -4.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -7.7% | -5.6% | -2.1% | -7.2% |
| 3M | -4.7% | +48.1% | -52.7% | -8.9% |
| 6M | +24.4% | +57.6% | -33.2% | +17.6% |
| YTD | +11.8% | +56.5% | -44.7% | +5.5% |
| 1Y | +13.4% | +52.6% | -39.2% | +7.0% |
| 3Y | +33.8% | +412.0% | -378.1% | +15.3% |
| All | +31.5% | +496.6% | -465.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling