+54.1%
ZM vs SPG
+73.4%
-19.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.7% | -1.2% | -4.5% | -5.7% |
| 30D | -9.1% | -6.1% | -3.0% | -9.0% |
| 3M | +3.5% | -3.6% | +7.2% | +3.6% |
| 6M | +25.7% | +10.4% | +15.3% | +25.3% |
| YTD | +10.8% | +14.4% | -3.6% | +10.3% |
| 1Y | +12.8% | +16.5% | -3.8% | +12.3% |
| 3Y | +33.1% | +106.8% | -73.7% | +32.4% |
| 5Y | -68.3% | +108.9% | -177.2% | -68.8% |
| All | +54.1% | +73.4% | -19.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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