+54.1%
ZM vs SBAC
+3.7%
+50.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -5.7% | -2.1% | -3.6% | -5.2% |
| 30D | -9.1% | +2.0% | -11.1% | -9.6% |
| 3M | +3.5% | -8.3% | +11.8% | +5.5% |
| 6M | +25.7% | +0.3% | +25.4% | +23.8% |
| YTD | +10.8% | -2.2% | +13.0% | +9.6% |
| 1Y | +12.8% | -4.6% | +17.4% | +12.3% |
| 3Y | +33.1% | -8.3% | +41.4% | +30.9% |
| 5Y | -68.3% | -42.8% | -25.5% | -64.6% |
| All | +54.1% | +3.7% | +50.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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