+99.0%
SIMO vs Z
-58.2%
+157.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -4.4% |
| 7D | +4.1% | +0.8% | +3.3% | +4.4% |
| 30D | -24.0% | +5.2% | -29.2% | -21.1% |
| 3M | -31.8% | -17.0% | -14.7% | -33.8% |
| 6M | -36.9% | -22.7% | -14.2% | -36.7% |
| YTD | +84.8% | -56.3% | +141.1% | +81.2% |
| 1Y | +99.0% | -57.7% | +156.6% | +94.6% |
| All | +99.0% | -58.2% | +157.2% | +94.6% |
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