+100.5%
SIMO vs Z
-54.2%
+154.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +9.4% | -19.0% | -5.5% |
| 7D | -16.9% | +10.2% | -27.1% | -12.6% |
| 30D | -35.4% | +23.7% | -59.1% | -28.4% |
| 3M | -31.9% | -6.6% | -25.3% | -30.4% |
| 6M | -19.3% | -23.0% | +3.7% | -15.5% |
| YTD | +98.5% | -50.3% | +148.8% | +108.1% |
| 1Y | +100.5% | -53.6% | +154.1% | +113.8% |
| All | +100.5% | -54.2% | +154.7% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling