+33.1%
ZM vs SPYG
+98.4%
-65.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -5.7% | -0.9% | -4.8% | -5.1% |
| 30D | -9.1% | -1.5% | -7.6% | -8.2% |
| 3M | +3.5% | +3.7% | -0.2% | +1.1% |
| 6M | +25.7% | +16.4% | +9.2% | +14.0% |
| YTD | +10.8% | +13.3% | -2.6% | +2.3% |
| 1Y | +12.8% | +17.9% | -5.1% | +1.4% |
| 3Y | +33.1% | +98.3% | -65.2% | -23.4% |
| All | +33.1% | +98.4% | -65.2% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling