+54.1%
ZM vs SPY
+193.2%
-139.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | -5.7% | -0.8% | -4.9% | -5.1% |
| 30D | -9.1% | -1.1% | -8.0% | -8.3% |
| 3M | +3.5% | +3.9% | -0.3% | +0.8% |
| 6M | +25.7% | +13.6% | +12.1% | +14.6% |
| YTD | +10.8% | +12.7% | -1.9% | +1.7% |
| 1Y | +12.8% | +17.5% | -4.7% | +0.6% |
| 3Y | +33.1% | +76.9% | -43.8% | -10.6% |
| 5Y | -68.3% | +83.6% | -151.9% | -79.4% |
| All | +54.1% | +193.2% | -139.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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