-67.5%
ZM vs SPY
+81.0%
-148.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.8% |
| 30D | -10.3% | -1.4% | -8.9% | -8.6% |
| 3M | -0.7% | +3.7% | -4.4% | -5.3% |
| 6M | +24.8% | +13.0% | +11.8% | +6.2% |
| YTD | +11.5% | +12.4% | -0.9% | -4.3% |
| 1Y | +12.3% | +18.5% | -6.2% | -10.2% |
| 3Y | +33.5% | +77.6% | -44.2% | -42.7% |
| 5Y | -67.5% | +81.7% | -149.2% | -86.5% |
| All | -67.5% | +81.0% | -148.5% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling