+63.4%
ZM vs SIMO
+616.7%
-553.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.7% | -5.5% | +2.1% |
| 7D | +2.9% | +4.2% | -1.3% | +2.3% |
| 30D | +0.7% | +4.1% | -3.4% | -0.5% |
| 3M | -3.7% | -12.9% | +9.2% | -4.0% |
| 6M | +29.9% | +110.3% | -80.5% | +8.7% |
| YTD | +17.4% | +178.6% | -161.1% | -7.0% |
| 1Y | +22.4% | +220.0% | -197.6% | -6.0% |
| 3Y | +41.3% | +409.0% | -367.7% | -2.9% |
| 5Y | -66.0% | +277.3% | -343.3% | -76.0% |
| All | +63.4% | +616.7% | -553.3% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling