-67.5%
ZM vs SPG
+104.0%
-171.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.9% |
| 7D | +0.3% | -1.7% | +2.0% | +1.1% |
| 30D | -10.3% | -6.3% | -4.0% | -7.4% |
| 3M | -0.7% | -2.4% | +1.8% | +0.2% |
| 6M | +24.8% | +9.6% | +15.2% | +17.5% |
| YTD | +11.5% | +14.2% | -2.7% | +2.1% |
| 1Y | +12.3% | +19.3% | -7.0% | +0.1% |
| 3Y | +33.5% | +106.7% | -73.2% | -18.5% |
| 5Y | -67.5% | +104.2% | -171.7% | -81.0% |
| All | -67.5% | +104.0% | -171.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling