+25.7%
ZM vs SITM
+79.8%
-54.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -5.7% | +3.9% | -9.5% | -5.9% |
| 30D | -9.1% | -6.6% | -2.5% | -9.0% |
| 3M | +3.5% | -11.9% | +15.4% | +3.9% |
| 6M | +25.7% | +81.1% | -55.5% | +20.3% |
| All | +25.7% | +79.8% | -54.1% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling