+306.7%
SIMO vs ZBH
-31.0%
+337.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +14.5% | -4.9% | +19.4% | +14.7% |
| 30D | +20.4% | -3.2% | +23.7% | +20.5% |
| 3M | +7.1% | +5.8% | +1.3% | +6.3% |
| 6M | +129.2% | +2.0% | +127.3% | +128.9% |
| YTD | +201.9% | +5.8% | +196.2% | +198.8% |
| 1Y | +235.5% | -7.9% | +243.4% | +239.1% |
| 3Y | +463.8% | -19.4% | +483.2% | +483.3% |
| 5Y | +306.7% | -29.5% | +336.2% | +320.7% |
| All | +306.7% | -31.0% | +337.6% | +320.7% |
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