+61.0%
ZM vs STT
+215.4%
-154.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +11.0% | +4.8% | +6.3% | +10.4% |
| 30D | +5.6% | +3.9% | +1.7% | +5.2% |
| 3M | -9.1% | -8.2% | -1.0% | -8.3% |
| 6M | -2.6% | +15.6% | -18.2% | -4.3% |
| YTD | +15.7% | +37.6% | -22.0% | +11.2% |
| 1Y | +18.8% | +50.1% | -31.4% | +13.1% |
| 3Y | +62.2% | +183.1% | -120.9% | +46.6% |
| 5Y | -60.9% | +104.8% | -165.7% | -66.5% |
| All | +61.0% | +215.4% | -154.4% | +97.8% |
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