+206.1%
SIMO vs Z
-60.7%
+266.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.1% | +10.8% | +8.1% |
| 7D | +4.2% | -3.0% | +7.2% | +3.4% |
| 30D | +4.1% | -4.2% | +8.3% | +3.6% |
| 3M | -12.9% | -3.7% | -9.2% | -10.4% |
| 6M | +110.3% | -24.5% | +134.9% | +113.1% |
| YTD | +178.6% | -49.3% | +227.9% | +186.9% |
| All | +206.1% | -60.7% | +266.8% | +224.9% |
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