+63.4%
ZM vs SPY
+195.5%
-132.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.5% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | -3.7% | +2.0% | -5.7% | -5.0% |
| 6M | +29.9% | +13.0% | +16.9% | +18.9% |
| YTD | +17.4% | +13.5% | +3.9% | +7.3% |
| 1Y | +22.4% | +20.0% | +2.4% | +7.5% |
| 3Y | +41.3% | +77.2% | -35.9% | -5.3% |
| 5Y | -66.0% | +81.9% | -147.9% | -78.0% |
| All | +63.4% | +195.5% | -132.0% | +4.1% |
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