+1,251.6%
STX vs ZM
+53.5%
+1,198.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.3% |
| 7D | +14.6% | +11.0% | +3.6% | +13.4% |
| 30D | -26.0% | +5.6% | -31.6% | -26.3% |
| 3M | -42.6% | -9.1% | -33.5% | -42.1% |
| 6M | -35.3% | -2.6% | -32.7% | -35.3% |
| YTD | +92.5% | +15.7% | +76.8% | +88.3% |
| 1Y | +102.4% | +18.8% | +83.6% | +97.4% |
| 3Y | +673.8% | +62.2% | +611.7% | +627.7% |
| 5Y | +463.1% | -60.9% | +523.9% | +440.4% |
| All | +1,251.6% | +53.5% | +1,198.1% | +1,024.4% |
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