+187.6%
SIMO vs Z
-54.7%
+242.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | +14.9% | -4.9% | +19.8% | +15.3% |
| 30D | -27.0% | +3.0% | -30.0% | -27.5% |
| 3M | -25.4% | -13.4% | -12.0% | -25.0% |
| 6M | -30.3% | -27.3% | -2.9% | -28.6% |
| YTD | +95.8% | -57.8% | +153.6% | +117.2% |
| 1Y | +100.0% | -60.0% | +160.0% | +123.9% |
| 3Y | +238.3% | -21.5% | +259.8% | +228.5% |
| 5Y | +187.6% | -55.0% | +242.5% | +214.4% |
| All | +187.6% | -54.7% | +242.3% | +214.4% |
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