+146.4%
SPGI vs ZM
+50.9%
+95.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.9% | -7.5% | -0.5% |
| 7D | -1.4% | +6.8% | -8.2% | -2.1% |
| 30D | +15.3% | +0.1% | +15.1% | +15.1% |
| 3M | +16.5% | -7.5% | +24.0% | +17.2% |
| 6M | +19.8% | -8.4% | +28.3% | +20.4% |
| YTD | -3.2% | +13.7% | -16.9% | -5.4% |
| 1Y | +1.8% | +15.9% | -14.2% | -0.7% |
| 3Y | +30.6% | +58.0% | -27.5% | +22.5% |
| 5Y | +16.0% | -60.4% | +76.4% | +15.8% |
| All | +146.4% | +50.9% | +95.5% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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