+388.8%
SIMO vs Z
-16.5%
+405.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -6.1% |
| 7D | +4.1% | +0.8% | +3.3% | +4.0% |
| 30D | -24.0% | +5.2% | -29.2% | -25.2% |
| 3M | -31.8% | -17.0% | -14.7% | -30.8% |
| 6M | -36.9% | -22.7% | -14.2% | -35.8% |
| YTD | +84.8% | -56.3% | +141.1% | +106.6% |
| 1Y | +99.0% | -57.7% | +156.6% | +123.4% |
| 3Y | +217.9% | -16.5% | +234.5% | +202.7% |
| 5Y | +171.5% | -53.4% | +224.9% | +177.6% |
| All | +388.8% | -16.5% | +405.2% | +284.8% |
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 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