+61.0%
ZM vs SSNC
+36.0%
+25.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +11.0% | +2.3% | +8.7% | +10.0% |
| 30D | +5.6% | -3.1% | +8.7% | +6.8% |
| 3M | -9.1% | -2.7% | -6.4% | -8.3% |
| 6M | -2.6% | +23.7% | -26.2% | -11.3% |
| YTD | +15.7% | -8.0% | +23.7% | +18.6% |
| 1Y | +18.8% | -4.7% | +23.5% | +20.0% |
| 3Y | +62.2% | +58.0% | +4.2% | +33.4% |
| 5Y | -60.9% | +8.0% | -68.8% | -64.4% |
| All | +61.0% | +36.0% | +25.0% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling