+917.4%
SMH vs ZM
+47.0%
+870.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.3% | -5.7% | +6.0% | +1.4% |
| 30D | -2.8% | -9.1% | +6.3% | -1.2% |
| 3M | -6.7% | +3.5% | -10.2% | -7.8% |
| 6M | +41.8% | +25.7% | +16.1% | +33.9% |
| YTD | +57.9% | +10.8% | +47.1% | +52.1% |
| 1Y | +87.6% | +12.8% | +74.9% | +79.8% |
| 3Y | +282.9% | +33.1% | +249.8% | +251.3% |
| 5Y | +330.4% | -68.3% | +398.7% | +352.0% |
| All | +917.4% | +47.0% | +870.4% | +850.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling