+156.1%
STM vs ZM
+39.9%
+116.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -7.9% | -1.0% | -6.9% | -7.6% |
| 30D | -14.1% | -7.0% | -7.1% | -12.7% |
| 3M | -17.6% | -15.2% | -2.4% | -14.9% |
| 6M | -24.2% | -16.8% | -7.5% | -21.9% |
| YTD | +73.3% | +5.4% | +68.0% | +68.3% |
| 1Y | +90.1% | +9.3% | +80.8% | +82.8% |
| 3Y | +10.3% | +46.5% | -36.1% | -0.9% |
| 5Y | -5.7% | -63.8% | +58.1% | -0.5% |
| All | +156.1% | +39.9% | +116.2% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling