+2,071.2%
STX vs ZM
+55.9%
+2,015.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.1% | +6.0% |
| 7D | +2.4% | +2.9% | -0.6% | +2.1% |
| 30D | +1.4% | +0.7% | +0.7% | +1.2% |
| 3M | -8.2% | -3.7% | -4.5% | -8.1% |
| 6M | +127.0% | +29.9% | +97.1% | +119.7% |
| YTD | +209.1% | +17.4% | +191.7% | +201.8% |
| 1Y | +365.4% | +22.4% | +343.0% | +351.9% |
| 3Y | +1,135.4% | +41.3% | +1,094.1% | +1,074.6% |
| 5Y | +991.5% | -66.0% | +1,057.5% | +943.3% |
| All | +2,071.2% | +55.9% | +2,015.3% | +1,702.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling