-68.3%
ZM vs SPXS
-85.4%
+17.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | +0.1% |
| 7D | -2.7% | +6.4% | -9.1% | 0.0% |
| 30D | -10.0% | +6.0% | -16.0% | -7.4% |
| 3M | +1.6% | -11.6% | +13.2% | -2.9% |
| 6M | +25.0% | -28.7% | +53.7% | +10.1% |
| YTD | +10.6% | -26.3% | +36.9% | -0.3% |
| 1Y | +14.0% | -34.9% | +48.9% | -1.9% |
| 3Y | +32.5% | -79.5% | +111.9% | -26.5% |
| 5Y | -68.3% | -85.9% | +17.6% | -81.5% |
| All | -68.3% | -85.4% | +17.1% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling