+409.6%
SIMO vs Z
-11.7%
+421.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.9% | +5.1% |
| 7D | -8.2% | -5.2% | -3.0% | -7.5% |
| 30D | -34.6% | +5.7% | -40.3% | -35.7% |
| 3M | -32.6% | -8.7% | -23.9% | -32.7% |
| 6M | -31.8% | -26.0% | -5.8% | -30.0% |
| YTD | +87.6% | -55.0% | +142.7% | +108.9% |
| 1Y | +86.7% | -58.0% | +144.7% | +110.4% |
| 3Y | +227.4% | -15.2% | +242.6% | +211.2% |
| 5Y | +173.0% | -53.8% | +226.8% | +180.3% |
| 10Y | +409.6% | -14.5% | +424.1% | +300.1% |
| All | +409.6% | -11.7% | +421.3% | +300.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling