+14.9%
SPGI vs ZM
-64.6%
+79.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +1.6% | -1.0% | +2.6% | +1.8% |
| 30D | +16.1% | -7.0% | +23.1% | +17.5% |
| 3M | +15.5% | -15.2% | +30.6% | +18.8% |
| 6M | +19.6% | -16.8% | +36.4% | +22.9% |
| YTD | -3.6% | +5.4% | -8.9% | -6.3% |
| 1Y | +2.2% | +9.3% | -7.1% | -1.6% |
| 3Y | +30.1% | +46.5% | -16.4% | +15.5% |
| 5Y | +14.9% | -63.8% | +78.7% | +15.3% |
| All | +14.9% | -64.6% | +79.6% | +15.3% |
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