+63.4%
ZM vs SBAC
+5.9%
+57.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.3% | +3.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +0.7% | +6.9% | -6.2% | -1.0% |
| 3M | -3.7% | -8.2% | +4.5% | -1.9% |
| 6M | +29.9% | -1.6% | +31.5% | +28.7% |
| YTD | +17.4% | -0.1% | +17.5% | +15.6% |
| 1Y | +22.4% | -0.5% | +22.9% | +20.5% |
| 3Y | +41.3% | -9.1% | +50.4% | +39.6% |
| 5Y | -66.0% | -43.8% | -22.2% | -62.1% |
| All | +63.4% | +5.9% | +57.5% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling