+61.0%
ZM vs SIMO
+375.5%
-314.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.9% |
| 7D | +11.0% | +4.1% | +6.9% | +10.4% |
| 30D | +5.6% | -24.0% | +29.6% | +8.9% |
| 3M | -9.1% | -31.8% | +22.6% | -6.0% |
| 6M | -2.6% | -36.9% | +34.3% | -0.6% |
| YTD | +15.7% | +84.8% | -69.2% | -4.5% |
| 1Y | +18.8% | +99.0% | -80.2% | -3.4% |
| 3Y | +62.2% | +217.9% | -155.8% | +17.6% |
| 5Y | -60.9% | +171.5% | -232.3% | -71.5% |
| All | +61.0% | +375.5% | -314.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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