+55.1%
ZM vs SIMO
+676.8%
-621.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +0.3% | +14.5% | -14.2% | -1.6% |
| 30D | -10.3% | +20.4% | -30.7% | -12.9% |
| 3M | -0.7% | +7.1% | -7.8% | -4.1% |
| 6M | +24.8% | +129.2% | -104.4% | +3.2% |
| YTD | +11.5% | +201.9% | -190.5% | -12.7% |
| 1Y | +12.3% | +235.5% | -223.2% | -14.2% |
| 3Y | +33.5% | +463.8% | -430.4% | -9.6% |
| 5Y | -67.5% | +306.7% | -374.2% | -77.2% |
| All | +55.1% | +676.8% | -621.7% | -3.3% |
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