+54.1%
ZM vs SNY
+44.0%
+10.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.7% | -3.3% | -2.4% | -5.0% |
| 30D | -9.1% | -2.2% | -6.9% | -8.7% |
| 3M | +3.5% | -3.0% | +6.6% | +4.1% |
| 6M | +25.7% | +2.7% | +22.9% | +24.7% |
| YTD | +10.8% | -6.8% | +17.6% | +11.8% |
| 1Y | +12.8% | -5.3% | +18.0% | +13.4% |
| 3Y | +33.1% | -9.8% | +42.9% | +33.2% |
| 5Y | -68.3% | +9.7% | -78.0% | -70.2% |
| All | +54.1% | +44.0% | +10.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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