+63.4%
ZM vs SMTC
+171.3%
-107.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.2% | -6.0% | +1.9% |
| 7D | +2.9% | +12.7% | -9.8% | +1.1% |
| 30D | +0.7% | +22.0% | -21.3% | -3.1% |
| 3M | -3.7% | -12.7% | +9.0% | -3.7% |
| 6M | +29.9% | +64.8% | -34.9% | +15.2% |
| YTD | +17.4% | +100.7% | -83.3% | +0.2% |
| 1Y | +22.4% | +146.9% | -124.5% | -0.2% |
| 3Y | +41.3% | +456.8% | -415.5% | -15.3% |
| 5Y | -66.0% | +89.2% | -155.3% | -74.3% |
| All | +63.4% | +171.3% | -107.8% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling