+35.9%
ZM vs SITM
+4,507.3%
-4,471.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.5% |
| 7D | +1.6% | +8.4% | -6.7% | +0.2% |
| 30D | -7.7% | -17.4% | +9.7% | -4.9% |
| 3M | -4.7% | -9.8% | +5.2% | -5.0% |
| 6M | +24.4% | +83.0% | -58.5% | +6.5% |
| YTD | +11.8% | +69.6% | -57.8% | -4.4% |
| 1Y | +13.4% | +144.9% | -131.5% | -11.5% |
| 3Y | +33.8% | +429.9% | -396.0% | -20.1% |
| 5Y | -67.2% | +169.2% | -236.3% | -79.1% |
| All | +35.9% | +4,507.3% | -4,471.5% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling