+1,144.9%
STX vs ZM
-67.8%
+1,212.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.8% | +11.3% | +7.6% |
| 7D | +10.7% | +1.6% | +9.1% | +10.2% |
| 30D | +11.3% | -7.7% | +19.0% | +12.9% |
| 3M | +3.2% | -4.7% | +7.9% | +3.4% |
| 6M | +157.0% | +24.4% | +132.5% | +137.9% |
| YTD | +229.2% | +11.8% | +217.4% | +212.1% |
| 1Y | +381.8% | +13.4% | +368.5% | +353.4% |
| 3Y | +1,383.2% | +33.8% | +1,349.3% | +1,202.9% |
| 5Y | +1,144.9% | -67.2% | +1,212.0% | +1,152.5% |
| All | +1,144.9% | -67.8% | +1,212.7% | +1,152.5% |
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