+2,104.5%
STX vs ZM
+46.9%
+2,057.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.6% |
| 7D | +8.0% | -2.7% | +10.7% | +8.2% |
| 30D | +5.1% | -10.0% | +15.1% | +6.0% |
| 3M | +5.8% | +1.6% | +4.2% | +5.1% |
| 6M | +124.9% | +25.0% | +100.0% | +118.3% |
| YTD | +213.9% | +10.6% | +203.3% | +208.0% |
| 1Y | +350.4% | +14.0% | +336.4% | +340.2% |
| 3Y | +1,314.2% | +32.5% | +1,281.7% | +1,252.5% |
| 5Y | +1,092.8% | -68.3% | +1,161.1% | +1,046.0% |
| All | +2,104.5% | +46.9% | +2,057.7% | +1,740.0% |
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