-64.5%
ZM vs STT
+107.7%
-172.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.5% |
| 7D | -0.3% | +0.9% | -1.2% | -0.8% |
| 30D | -6.2% | -2.3% | -3.8% | -5.1% |
| 3M | -12.2% | -7.5% | -4.8% | -9.1% |
| 6M | -16.0% | +14.9% | -30.9% | -22.4% |
| YTD | +6.3% | +34.9% | -28.6% | -10.3% |
| 1Y | +12.3% | +47.1% | -34.8% | -9.5% |
| 3Y | +51.2% | +179.6% | -128.4% | -15.3% |
| 5Y | -64.5% | +107.1% | -171.6% | -78.8% |
| All | -64.5% | +107.7% | -172.2% | -78.8% |
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 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