+43.4%
SMH vs ZM
+8.0%
+35.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -11.2% | -8.4% | -2.8% | -10.4% |
| 30D | -20.4% | -1.9% | -18.5% | -20.1% |
| 3M | -12.4% | -10.1% | -2.3% | -11.8% |
| 6M | -0.5% | -13.9% | +13.4% | +1.7% |
| YTD | +40.0% | +6.4% | +33.6% | +39.6% |
| 1Y | +43.4% | +9.6% | +33.8% | +42.0% |
| All | +43.4% | +8.0% | +35.3% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling