+34.0%
ZM vs SSNC
+47.5%
-13.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | +0.3% | -3.9% | +4.2% | +2.6% |
| 30D | -10.3% | -0.2% | -10.1% | -10.1% |
| 3M | -0.7% | +15.9% | -16.6% | -8.5% |
| 6M | +24.8% | +7.5% | +17.4% | +19.5% |
| YTD | +11.5% | -8.2% | +19.7% | +16.5% |
| 1Y | +12.3% | -9.3% | +21.7% | +18.1% |
| All | +34.0% | +47.5% | -13.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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