+45.0%
ZM vs SIMO
+355.3%
-310.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.6% |
| 7D | -5.9% | -22.0% | +16.1% | -3.0% |
| 30D | -5.2% | -43.0% | +37.9% | +1.4% |
| 3M | -11.3% | -39.1% | +27.9% | -6.9% |
| 6M | -14.5% | -33.3% | +18.8% | -13.8% |
| YTD | +4.2% | +77.0% | -72.8% | -13.5% |
| 1Y | +9.3% | +73.0% | -63.7% | -9.0% |
| 3Y | +45.4% | +215.7% | -170.3% | +5.4% |
| 5Y | -66.0% | +155.6% | -221.7% | -75.0% |
| All | +45.0% | +355.3% | -310.3% | -4.2% |
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