+47.9%
ZM vs SIMO
+382.7%
-334.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +1.3% |
| 7D | -0.3% | -8.2% | +7.9% | +0.6% |
| 30D | -6.2% | -34.6% | +28.4% | -1.4% |
| 3M | -12.2% | -32.6% | +20.4% | -9.1% |
| 6M | -16.0% | -31.8% | +15.8% | -15.5% |
| YTD | +6.3% | +87.6% | -81.3% | -12.4% |
| 1Y | +12.3% | +86.7% | -74.4% | -7.5% |
| 3Y | +51.2% | +227.4% | -176.2% | +9.2% |
| 5Y | -64.5% | +173.0% | -237.5% | -74.1% |
| All | +47.9% | +382.7% | -334.8% | -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