+14.0%
ZM vs SBAC
-2.7%
+16.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -2.7% | -5.3% | +2.5% | -2.3% |
| 30D | -10.0% | +0.4% | -10.4% | -10.0% |
| 3M | +1.6% | -11.9% | +13.5% | +1.8% |
| 6M | +25.0% | -4.5% | +29.5% | +23.3% |
| YTD | +10.6% | -4.3% | +15.0% | +9.0% |
| 1Y | +14.0% | -3.9% | +17.8% | +12.6% |
| All | +14.0% | -2.7% | +16.6% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling