-67.5%
ZM vs SBAC
-44.9%
-22.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | -10.3% | +3.9% | -14.1% | -11.4% |
| 3M | -0.7% | -8.2% | +7.5% | +1.8% |
| 6M | +24.8% | -2.8% | +27.6% | +23.7% |
| YTD | +11.5% | -1.5% | +13.0% | +9.6% |
| 1Y | +12.3% | 0.0% | +12.3% | +9.5% |
| 3Y | +33.5% | -8.4% | +41.9% | +29.1% |
| 5Y | -67.5% | -43.5% | -24.0% | -60.1% |
| All | -67.5% | -44.9% | -22.5% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling