+483.8%
STX vs ZM
-64.6%
+548.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -17.3% | -1.0% | -16.3% | -16.9% |
| 30D | -35.9% | -7.0% | -28.9% | -34.6% |
| 3M | -37.3% | -15.2% | -22.1% | -34.9% |
| 6M | -35.8% | -16.8% | -19.1% | -33.4% |
| YTD | +82.7% | +5.4% | +77.4% | +76.2% |
| 1Y | +71.6% | +9.3% | +62.3% | +63.7% |
| 3Y | +635.3% | +46.5% | +588.8% | +529.1% |
| 5Y | +483.8% | -63.8% | +547.6% | +452.7% |
| All | +483.8% | -64.6% | +548.4% | +452.7% |
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