+54.0%
ZM vs SMTC
+191.9%
-137.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -2.7% | +17.5% | -20.3% | -5.1% |
| 30D | -10.0% | +21.3% | -31.3% | -13.2% |
| 3M | +1.6% | +3.1% | -1.5% | -1.1% |
| 6M | +25.0% | +81.7% | -56.7% | +9.1% |
| YTD | +10.6% | +115.9% | -105.3% | -6.7% |
| 1Y | +14.0% | +157.8% | -143.9% | -7.7% |
| 3Y | +32.5% | +557.3% | -524.8% | -23.4% |
| 5Y | -68.3% | +114.7% | -183.0% | -76.5% |
| All | +54.0% | +191.9% | -137.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling