+927.7%
SMH vs ZM
+48.0%
+879.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +0.9% | -10.3% | +11.1% | +2.8% |
| 3M | -2.8% | -0.7% | -2.2% | -3.2% |
| 6M | +45.6% | +24.8% | +20.8% | +37.8% |
| YTD | +59.5% | +11.5% | +48.0% | +53.5% |
| 1Y | +93.4% | +12.3% | +81.1% | +85.5% |
| 3Y | +287.1% | +33.5% | +253.6% | +255.0% |
| 5Y | +338.0% | -67.5% | +405.5% | +358.8% |
| All | +927.7% | +48.0% | +879.7% | +859.2% |
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