+33.8%
ZM vs SBAC
-9.5%
+43.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.8% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.7% | +3.2% | -11.0% | -8.0% |
| 3M | -4.7% | -5.1% | +0.4% | -4.3% |
| 6M | +24.4% | -2.1% | +26.5% | +23.6% |
| YTD | +11.8% | -0.5% | +12.3% | +10.7% |
| 1Y | +13.4% | +1.1% | +12.2% | +11.9% |
| 3Y | +33.8% | -7.4% | +41.3% | +36.4% |
| All | +33.8% | -9.5% | +43.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling