+744.1%
SIMO vs Z
+9.5%
+734.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -10.6% | -3.7% | -12.8% |
| 7D | -31.4% | -2.3% | -29.1% | -31.3% |
| 30D | -45.2% | +9.4% | -54.5% | -46.4% |
| 3M | -36.5% | -16.1% | -20.4% | -35.8% |
| 6M | -34.2% | -30.4% | -3.8% | -31.8% |
| YTD | +69.9% | -55.6% | +125.5% | +89.0% |
| 1Y | +60.4% | -58.5% | +118.9% | +80.5% |
| 3Y | +203.1% | -19.6% | +222.8% | +191.6% |
| 5Y | +145.4% | -54.1% | +199.6% | +151.9% |
| 10Y | +368.9% | -12.1% | +381.0% | +281.7% |
| All | +744.1% | +9.5% | +734.6% | +551.9% |
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