+22.5%
STM vs ZM
-67.8%
+90.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +1.2% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | -7.4% | -7.7% | +0.4% | -5.1% |
| 3M | -30.6% | -4.7% | -26.0% | -30.1% |
| 6M | +66.4% | +24.4% | +41.9% | +49.2% |
| YTD | +101.1% | +11.8% | +89.4% | +86.0% |
| 1Y | +97.4% | +13.4% | +84.0% | +80.7% |
| 3Y | +21.1% | +33.8% | -12.7% | +1.5% |
| 5Y | +22.5% | -67.2% | +89.6% | +33.9% |
| All | +22.5% | -67.8% | +90.3% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling