+156.7%
SIMO vs Z
-55.4%
+212.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.3% |
| 7D | -22.0% | -4.6% | -17.4% | -21.7% |
| 30D | -43.0% | +8.3% | -51.4% | -43.8% |
| 3M | -39.1% | -11.6% | -27.5% | -39.0% |
| 6M | -33.3% | -33.6% | +0.4% | -30.6% |
| YTD | +77.0% | -56.7% | +133.7% | +95.9% |
| 1Y | +73.0% | -59.1% | +132.1% | +93.4% |
| 3Y | +215.7% | -20.4% | +236.1% | +206.4% |
| All | +156.7% | -55.4% | +212.1% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling