+55.1%
ZM vs STT
+247.1%
-192.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.3% | +1.0% | -0.6% | +0.2% |
| 30D | -10.3% | +2.8% | -13.1% | -10.6% |
| 3M | -0.7% | +18.1% | -18.8% | -2.6% |
| 6M | +24.8% | +59.2% | -34.4% | +18.1% |
| YTD | +11.5% | +51.5% | -40.0% | +6.0% |
| 1Y | +12.3% | +75.7% | -63.3% | +5.1% |
| 3Y | +33.5% | +200.8% | -167.3% | +19.5% |
| 5Y | -67.5% | +155.8% | -223.3% | -71.7% |
| All | +55.1% | +247.1% | -192.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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