+100.4%
SIMO vs Z
-59.6%
+160.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +9.2% |
| 7D | +0.9% | -13.1% | +14.0% | -4.7% |
| 30D | -25.4% | +5.9% | -31.3% | -22.5% |
| 3M | -17.8% | -13.7% | -4.1% | -19.4% |
| 6M | -29.6% | -27.1% | -2.4% | -29.8% |
| YTD | +100.3% | -56.8% | +157.1% | +98.8% |
| 1Y | +100.4% | -60.2% | +160.6% | +104.1% |
| All | +100.4% | -59.6% | +160.0% | +104.1% |
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 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