-67.1%
ZM vs SITM
+187.3%
-254.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.0% |
| 7D | -5.7% | +3.9% | -9.5% | -6.4% |
| 30D | -9.1% | -6.6% | -2.5% | -8.3% |
| 3M | +3.5% | -11.9% | +15.4% | +3.7% |
| 6M | +25.7% | +81.1% | -55.5% | +5.3% |
| YTD | +10.8% | +80.0% | -69.2% | -8.8% |
| 1Y | +12.8% | +145.8% | -133.1% | -15.7% |
| 3Y | +33.1% | +475.9% | -442.7% | -32.1% |
| All | -67.1% | +187.3% | -254.4% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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