+5.1%
SPGI vs ZM
-67.8%
+72.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.8% |
| 30D | +5.4% | -7.7% | +13.1% | +6.9% |
| 3M | +9.0% | -4.7% | +13.7% | +9.6% |
| 6M | +0.8% | +24.4% | -23.7% | -4.7% |
| YTD | -12.6% | +11.8% | -24.3% | -15.8% |
| 1Y | -16.1% | +13.4% | -29.5% | -19.7% |
| 3Y | +19.0% | +33.8% | -14.8% | +8.2% |
| 5Y | +5.1% | -67.2% | +72.2% | +7.8% |
| All | +5.1% | -67.8% | +72.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling