+130.1%
SPGI vs ZM
+55.9%
+74.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -1.9% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | +8.4% | +0.7% | +7.7% | +8.2% |
| 3M | +11.8% | -3.7% | +15.5% | +12.0% |
| 6M | +5.7% | +29.9% | -24.2% | +2.3% |
| YTD | -9.7% | +17.4% | -27.1% | -11.8% |
| 1Y | -12.5% | +22.4% | -34.9% | -15.0% |
| 3Y | +21.8% | +41.3% | -19.5% | +15.6% |
| 5Y | +8.2% | -66.0% | +74.2% | +8.4% |
| All | +130.1% | +55.9% | +74.2% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling