+194.8%
STM vs ZM
+48.0%
+146.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +1.7% | +0.3% | +1.3% | +1.6% |
| 30D | -5.2% | -10.3% | +5.1% | -3.1% |
| 3M | -29.6% | -0.7% | -28.9% | -29.9% |
| 6M | +54.4% | +24.8% | +29.5% | +45.3% |
| YTD | +99.5% | +11.5% | +88.1% | +91.5% |
| 1Y | +100.8% | +12.3% | +88.4% | +92.0% |
| 3Y | +20.2% | +33.5% | -13.3% | +9.8% |
| 5Y | +21.1% | -67.5% | +88.6% | +28.2% |
| All | +194.8% | +48.0% | +146.8% | +157.7% |
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