+324.2%
SMH vs ZM
-67.8%
+392.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.2% |
| 30D | -2.2% | -10.0% | +7.8% | +0.8% |
| 3M | -1.9% | +1.6% | -3.5% | -3.4% |
| 6M | +41.0% | +25.0% | +16.0% | +27.3% |
| YTD | +55.6% | +10.6% | +45.0% | +45.1% |
| 1Y | +86.8% | +14.0% | +72.9% | +71.5% |
| 3Y | +277.7% | +32.5% | +245.2% | +218.7% |
| 5Y | +324.2% | -68.3% | +392.5% | +363.8% |
| All | +324.2% | -67.8% | +392.0% | +363.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling