+55.5%
ZM vs SPXS
-98.5%
+154.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.5% | -4.4% |
| 7D | +1.6% | -1.5% | +3.2% | +1.3% |
| 30D | -7.7% | +3.7% | -11.4% | -6.8% |
| 3M | -4.7% | -9.6% | +4.9% | -6.3% |
| 6M | +24.4% | -32.4% | +56.8% | +14.9% |
| YTD | +11.8% | -28.7% | +40.4% | +5.0% |
| 1Y | +13.4% | -38.1% | +51.4% | +3.6% |
| 3Y | +33.8% | -80.1% | +114.0% | +1.2% |
| 5Y | -67.2% | -85.9% | +18.8% | -74.9% |
| All | +55.5% | -98.5% | +154.0% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling