+1,311.6%
STX vs ZM
+50.9%
+1,260.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +7.9% | +2.1% | +9.1% |
| 7D | -1.0% | +6.8% | -7.8% | -1.6% |
| 30D | -26.8% | +0.1% | -26.9% | -26.7% |
| 3M | -32.7% | -7.5% | -25.2% | -32.2% |
| 6M | -33.7% | -8.4% | -25.3% | -33.4% |
| YTD | +101.0% | +13.7% | +87.3% | +97.0% |
| 1Y | +92.7% | +15.9% | +76.8% | +88.4% |
| 3Y | +708.7% | +58.0% | +650.7% | +662.6% |
| 5Y | +504.0% | -60.4% | +564.4% | +481.0% |
| All | +1,311.6% | +50.9% | +1,260.7% | +1,076.6% |
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