+175.0%
SIMO vs ZBH
-13.8%
+188.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.8% |
| 7D | -16.0% | +10.6% | -26.6% | -15.5% |
| 30D | -35.8% | +20.4% | -56.1% | -35.3% |
| 3M | -26.5% | +10.0% | -36.5% | -25.9% |
| 6M | -33.0% | +31.0% | -64.1% | -33.7% |
| YTD | +84.3% | +20.3% | +64.0% | +83.9% |
| 1Y | +82.0% | +22.2% | +59.7% | +80.9% |
| 3Y | +218.5% | +4.7% | +213.8% | +218.4% |
| 5Y | +175.0% | -13.7% | +188.7% | +209.6% |
| All | +175.0% | -13.8% | +188.8% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling