-67.2%
ZM vs STT
+150.3%
-217.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.6% |
| 30D | -7.7% | +3.9% | -11.6% | -9.5% |
| 3M | -4.7% | +19.2% | -23.8% | -13.0% |
| 6M | +24.4% | +60.4% | -35.9% | -2.8% |
| YTD | +11.8% | +51.5% | -39.7% | -10.4% |
| 1Y | +13.4% | +76.3% | -62.9% | -16.3% |
| 3Y | +33.8% | +200.7% | -166.9% | -26.7% |
| 5Y | -67.2% | +157.5% | -224.6% | -81.6% |
| All | -67.2% | +150.3% | -217.5% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling