+9.6%
ZM vs STZ
+14.7%
-5.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | +0.3% |
| 7D | -8.4% | +13.0% | -21.4% | -7.9% |
| 30D | -1.9% | +29.4% | -31.3% | -1.5% |
| 3M | -10.1% | +11.6% | -21.7% | -9.8% |
| 6M | -13.9% | -0.2% | -13.6% | -14.4% |
| YTD | +6.4% | +8.6% | -2.1% | +3.9% |
| 1Y | +9.6% | +15.9% | -6.4% | +8.3% |
| All | +9.6% | +14.7% | -5.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling