+194.9%
SPYM vs ZM
+47.0%
+147.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | -5.7% | +4.9% | -0.3% |
| 30D | -1.1% | -9.1% | +8.0% | -0.3% |
| 3M | +3.9% | +3.5% | +0.4% | +3.3% |
| 6M | +13.6% | +25.7% | -12.0% | +10.7% |
| YTD | +12.7% | +10.8% | +2.0% | +10.9% |
| 1Y | +17.6% | +12.8% | +4.8% | +15.3% |
| 3Y | +77.2% | +33.1% | +44.1% | +70.2% |
| 5Y | +84.1% | -68.3% | +152.4% | +82.0% |
| All | +194.9% | +47.0% | +147.8% | +174.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling