-67.5%
ZM vs SMTC
+116.8%
-184.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.3% | +22.5% | -22.1% | -2.8% |
| 30D | -10.3% | +24.9% | -35.2% | -13.9% |
| 3M | -0.7% | +4.1% | -4.7% | -3.4% |
| 6M | +24.8% | +92.6% | -67.7% | +7.2% |
| YTD | +11.5% | +122.5% | -111.0% | -7.2% |
| 1Y | +12.3% | +166.2% | -153.9% | -10.5% |
| 3Y | +33.5% | +577.2% | -543.7% | -29.9% |
| 5Y | -67.5% | +119.0% | -186.5% | -70.7% |
| All | -67.5% | +116.8% | -184.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling