+417.8%
SIMO vs ZBH
+19.2%
+398.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.8% |
| 7D | +14.9% | -2.1% | +17.0% | +15.3% |
| 30D | -27.0% | +13.6% | -40.5% | -29.1% |
| 3M | -25.4% | +7.1% | -32.5% | -26.8% |
| 6M | -30.3% | +26.1% | -56.3% | -35.0% |
| YTD | +95.8% | +17.2% | +78.6% | +84.5% |
| 1Y | +100.0% | +17.4% | +82.6% | +88.3% |
| 3Y | +238.3% | +2.0% | +236.2% | +222.4% |
| 5Y | +187.6% | -15.0% | +202.5% | +188.2% |
| All | +417.8% | +19.2% | +398.5% | +331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling