+54.1%
ZM vs SPYG
+239.7%
-185.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -5.7% | -0.9% | -4.8% | -5.0% |
| 30D | -9.1% | -1.5% | -7.6% | -7.9% |
| 3M | +3.5% | +3.7% | -0.2% | +0.4% |
| 6M | +25.7% | +16.4% | +9.2% | +11.0% |
| YTD | +10.8% | +13.3% | -2.6% | +0.1% |
| 1Y | +12.8% | +17.9% | -5.1% | -1.5% |
| 3Y | +33.1% | +98.3% | -65.2% | -25.2% |
| 5Y | -68.3% | +86.4% | -154.7% | -81.6% |
| All | +54.1% | +239.7% | -185.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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