+407.5%
SIMO vs Z
-19.5%
+427.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.9% |
| 7D | -16.0% | -6.5% | -9.6% | -15.2% |
| 30D | -35.8% | -0.1% | -35.7% | -36.3% |
| 3M | -26.5% | -14.1% | -12.3% | -25.9% |
| 6M | -33.0% | -30.1% | -3.0% | -30.7% |
| YTD | +84.3% | -57.5% | +141.9% | +106.9% |
| 1Y | +82.0% | -60.3% | +142.3% | +106.8% |
| 3Y | +218.5% | -21.0% | +239.5% | +206.1% |
| 5Y | +175.0% | -54.9% | +229.9% | +182.7% |
| 10Y | +407.5% | -16.0% | +423.5% | +296.3% |
| All | +407.5% | -19.5% | +427.0% | +296.3% |
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