-67.1%
ZM vs SPMO
+149.5%
-216.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -5.7% | -0.9% | -4.7% | -5.1% |
| 30D | -9.1% | -1.9% | -7.2% | -8.0% |
| 3M | +3.5% | -1.4% | +4.9% | +2.3% |
| 6M | +25.7% | +25.5% | +0.2% | +1.2% |
| YTD | +10.8% | +24.8% | -14.1% | -10.5% |
| 1Y | +12.8% | +24.5% | -11.7% | -8.8% |
| 3Y | +33.1% | +157.1% | -124.0% | -50.5% |
| All | -67.1% | +149.5% | -216.5% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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