+55.5%
ZM vs SPYG
+241.0%
-185.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.5% |
| 7D | +1.6% | +1.2% | +0.4% | +0.7% |
| 30D | -7.7% | -1.6% | -6.2% | -6.5% |
| 3M | -4.7% | +3.4% | -8.0% | -7.3% |
| 6M | +24.4% | +18.9% | +5.5% | +8.1% |
| YTD | +11.8% | +13.8% | -2.0% | +0.7% |
| 1Y | +13.4% | +20.6% | -7.2% | -2.8% |
| 3Y | +33.8% | +100.5% | -66.7% | -25.5% |
| 5Y | -67.2% | +84.6% | -151.8% | -80.9% |
| All | +55.5% | +241.0% | -185.5% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling