+61.0%
ZM vs SPY
+190.1%
-129.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +11.0% | +2.6% | +8.4% | +9.0% |
| 30D | +5.6% | -2.0% | +7.6% | +7.3% |
| 3M | -9.1% | -2.8% | -6.4% | -7.1% |
| 6M | -2.6% | +2.1% | -4.7% | -3.8% |
| YTD | +15.7% | +11.5% | +4.2% | +7.3% |
| 1Y | +18.8% | +13.5% | +5.3% | +8.8% |
| 3Y | +62.2% | +77.7% | -15.5% | +8.8% |
| 5Y | -60.9% | +72.6% | -133.5% | -74.1% |
| All | +61.0% | +190.1% | -129.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling