+1,284.0%
SIMO vs Z
+25.1%
+1,258.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.1% | +10.8% | +9.0% |
| 7D | +4.2% | -3.0% | +7.2% | +4.7% |
| 30D | +4.1% | -4.2% | +8.3% | +4.2% |
| 3M | -12.9% | -3.7% | -9.2% | -13.5% |
| 6M | +110.3% | -24.5% | +134.9% | +117.1% |
| YTD | +178.6% | -49.3% | +227.9% | +206.9% |
| 1Y | +220.0% | -58.7% | +278.7% | +265.3% |
| 3Y | +409.0% | -34.1% | +443.2% | +416.1% |
| 5Y | +277.3% | -64.5% | +341.9% | +308.8% |
| 10Y | +506.6% | -0.5% | +507.1% | +389.6% |
| All | +1,284.0% | +25.1% | +1,258.9% | +958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling