-14.5%
ZM vs SIMO
-29.1%
+14.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +1.3% |
| 7D | -5.9% | -22.0% | +16.1% | -6.5% |
| 30D | -5.2% | -43.0% | +37.9% | -8.1% |
| 3M | -11.3% | -39.1% | +27.9% | -12.8% |
| 6M | -14.5% | -33.3% | +18.8% | -16.8% |
| All | -14.5% | -29.1% | +14.6% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling