+58.2%
ZM vs STZ
-14.3%
+72.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.8% | +7.9% |
| 7D | +6.8% | -0.9% | +7.7% | +6.8% |
| 30D | +0.1% | +14.9% | -14.8% | -0.1% |
| 3M | -7.5% | +8.4% | -15.9% | -7.7% |
| 6M | -8.4% | +2.8% | -11.2% | -8.5% |
| YTD | +13.7% | +7.5% | +6.1% | +13.2% |
| 1Y | +15.9% | +12.5% | +3.4% | +15.4% |
| 3Y | +58.0% | -35.4% | +93.5% | +58.1% |
| 5Y | -60.4% | -29.3% | -31.1% | -59.8% |
| All | +58.2% | -14.3% | +72.5% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling