+1,672.0%
SMCI vs ZM
+48.0%
+1,624.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +23.7% | -10.3% | +34.0% | +25.8% |
| 3M | -4.2% | -0.7% | -3.5% | -4.4% |
| 6M | +21.7% | +24.8% | -3.1% | +16.5% |
| YTD | +33.0% | +11.5% | +21.5% | +29.4% |
| 1Y | -9.3% | +12.3% | -21.6% | -11.9% |
| 3Y | +38.7% | +33.5% | +5.2% | +31.5% |
| 5Y | +967.2% | -67.5% | +1,034.7% | +945.8% |
| All | +1,672.0% | +48.0% | +1,624.0% | +1,659.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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