+55.5%
ZM vs SPMO
+322.5%
-267.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.1% |
| 7D | +1.6% | +3.4% | -1.8% | -0.2% |
| 30D | -7.7% | +0.5% | -8.2% | -8.0% |
| 3M | -4.7% | +1.9% | -6.6% | -7.2% |
| 6M | +24.4% | +27.8% | -3.4% | +4.6% |
| YTD | +11.8% | +26.7% | -14.9% | -5.5% |
| 1Y | +13.4% | +28.9% | -15.5% | -5.3% |
| 3Y | +33.8% | +160.7% | -126.8% | -29.8% |
| 5Y | -67.2% | +150.2% | -217.3% | -82.5% |
| All | +55.5% | +322.5% | -267.0% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling