+63.4%
ZM vs SPG
+75.5%
-12.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.0% |
| 30D | +0.7% | -6.8% | +7.5% | +0.8% |
| 3M | -3.7% | +2.7% | -6.4% | -3.7% |
| 6M | +29.9% | +5.5% | +24.4% | +29.7% |
| YTD | +17.4% | +15.7% | +1.7% | +17.0% |
| 1Y | +22.4% | +20.9% | +1.5% | +21.8% |
| 3Y | +41.3% | +112.4% | -71.1% | +40.5% |
| 5Y | -66.0% | +101.4% | -167.4% | -66.8% |
| All | +63.4% | +75.5% | -12.0% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling