+54.1%
ZM vs SPXS
-98.5%
+152.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.5% |
| 7D | -5.7% | +2.5% | -8.2% | -5.1% |
| 30D | -9.1% | +4.2% | -13.3% | -8.0% |
| 3M | +3.5% | -9.3% | +12.8% | +1.7% |
| 6M | +25.7% | -30.7% | +56.4% | +16.7% |
| YTD | +10.8% | -28.1% | +38.8% | +4.3% |
| 1Y | +12.8% | -35.1% | +47.8% | +4.2% |
| 3Y | +33.1% | -79.6% | +112.7% | +1.3% |
| 5Y | -68.3% | -86.3% | +18.0% | -75.8% |
| All | +54.1% | -98.5% | +152.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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