-68.3%
ZM vs SPYG
+82.6%
-150.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | -2.7% | -1.8% | -0.9% | -0.9% |
| 30D | -10.0% | -1.9% | -8.1% | -8.0% |
| 3M | +1.6% | +5.2% | -3.6% | -4.0% |
| 6M | +25.0% | +15.6% | +9.4% | +6.2% |
| YTD | +10.6% | +12.4% | -1.8% | -3.0% |
| 1Y | +14.0% | +17.5% | -3.5% | -5.3% |
| 3Y | +32.5% | +98.1% | -65.6% | -45.7% |
| 5Y | -68.3% | +84.9% | -153.3% | -86.1% |
| All | -68.3% | +82.6% | -150.9% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling